There are many ways to express this idea. There must be dozens. All three are of yours are possible. The choices are matters of style, choosing the words that have the best shades of meaning. Personally, I would probably say "My worries are gone now" or "My worries are gone." That's the most straightforward, factual statement. "My worries have faded away" suggests that it was a slow, gradual process. "My worries have disappeared" is a little odd because it suggests that there's no explanation. But sometimes worries do come for no reason and go for no reason. It also suggests that they are completely gone. Other possibilities: "I'm not worried anymore." "I've stopped worrying." "My worries are over." "I have no more worries."

‘Fade’ has a different meaning. Here it means disappear gradually and slowly. More common: I’m no longer worried.