The phrase "fancy worried" seems to be a combination of two words: "fancy" and "worried." If we interpret this as "fancifully worried," it suggests a state of anxiety that is not based on solid reality but rather on imagination or exaggerated concerns. Essentially, it implies being worried about things that may not have a strong basis in reality or that one may be overthinking.
The word "fancy" comes from the Middle English "fancie," which is derived from the Old French "fantaisie," meaning "imagination." The word "worried" comes from the Old English "wyrgan," meaning "to strangle" or "to choke," which evolved to signify mental distress or concern.