"Upset with" means the same thing as either "Upset about" or "Upset at". "Concerned with" means "paying attention to" or "thinking about." To mean "worried about" you would need to say "concerned about" "Frightened with" does not work. I supposed I could be frightened with my brother if both of us are frightened of something together, but this is not a common usage of the phrase. If my brother is the one who frightens me, I am "frightened OF" him.

No, "with" would not be right after these words. "By" would be the best word to use. In English you might be upset by what someone had said or a dog might be frightened by a loud noise. Margaret