Is my baby in womb scared?!

Because I'm a high risk pregnancy, I had been seeing my doc quite regularly and getting ultrasounds every few weeks.  Now once a week as the  due date approaches. For the past month, whenever I go in for an ultrasound, my baby is covering her face with her hands and feet. I asked the nurse today if my baby is scared. She didn't know. I forgot to ask the doc. I'll try to remember for next visit. I can't help but wonder if she's scared in there. My husband and I love each other, but we have had a few arguments. We also have watched some violent cops and robbers type movies at home. Maybe even a few zombie shows. Can baby hear all of that and become scared? I'm also nervous about delivery. Can she sense my fears? Or is it normal for her to cover herself like that?