All three (scared / frightened / afraid) work fine, just be sure to match them in the sentence.
I am not frightened for myself, I am frightened that my grandparents will get infected and that they will die due to the virus.
I am not afraid for myself, I am afraid that my grandparents will get infected and that they will die due to the virus.
Also note that in the second clause (clauses are the sections separated by the comma) the sections either side of the "and" should match each other structurally - "that [noun]", "will [verb]" or, like the other comment suggested, just drop them in both parts.
I am not afraid for myself, I am afraid that my grandparents will get infected and that they will die due to the virus.
I am not afraid for myself, I am afraid my grandparents will get infected and will die due to the virus.
although this last one is not as good stylistically, as now the use of "afraid doesn't match in each clause ("afraid for" vs "afraid")
So, finally, my best option:
I am not afraid for myself, I am afraid for my grandparents. They may get infected and die due to the virus.
It's not as strong (may get infected and die vs will get infected and die) but it all matches stylistically.
The best way to determine the style is the context - what is the sentence that this in response to? It would help determine the best structure of the response.