I believe the Morale Duel caused by Shriek could be argued to be a simple duel as it's a will power vs target number duel, WP->11 in this case, so again there is technically no defender, and Fear Not Death, in theory, doesn't apply.
I also find it weird that, as the rule is currently played, being unafraid of zombies helps you resist the urge to stare at a zombie hooker getting her kit off. The Death Marshalls must have a bizarre training regime