You are right that "of" comes after some adjectives relating to emotion. Two others are "jealous" and "afraid". Many other adjectives are followed by "about" e.g. excited, happy, sad. There are other adjectives which use other prepositions.
The important thing is to learn the preposition(s) along with the adjective or verb and learn them in context. Over time, you will see patterns but don't look for rules. If you decide that you must know every usage of "of", then you will go mad! It's not a useful approach because the English language is only partly logical.
In 3, the expression to focus on is "in dread of". Here, we live "in dread of" a list of things. You can contrast two things using "not only .... but (also)" The list of the two things started after "in dread".