Silence
In all his life, Orpheus has never known silence. Even as a young man his world was filled with sound, with music, as he listened to others' stories and began to develop his songs. On the occasions he had to be quiet, melodies still flitted around his mind, waiting for when he could sing them aloud.
When he grew older, he relished the song and dance Lady Persephone's arrival brought to the weary populace, and Orpheus soon found himself joining in with his lyre. Eurydice's arrival had made him speechless with love, but it wasn't long before he found his voice again, and soon the gods' song of love filled both their hearts.
The closest thing he'd known to silence before was in the darkness before sleep, and even on the road to Hadestown, he'd sung loud enough to split open walls. But the caverns out of Hadestown are cold and dark, uncaring of his plight. When Orpheus sings, nothing responds.
He knows silence now, true silence, and it terrifies him.