I’m terrified of the things in fact.
What are you afraid of? Infection? Injury?
I don't suggest just putting on a brave face. Instead, you can start training yourself to overcome your fears. That begins with education.
First, forget (just for a while) about combining urethral play with chastity. Educate yourself about urethral sounding. It can be done safely, I've been doing it for years. Never yet had a UTI, and certainly never had an embarrassing discussion with any medic. The keys are good-quality metal sounds, sterile lube (ie individual sachets), good sterilizing procedures, and start with the largest sound that you can take comfortably (probably 8 or 9mm diameter, or 24Fr/27Fr).
Avoid the smallest sounds in the set, you want to be gradually increasing the size to stretch the urethra, and get it more-accustomed to the practice. Make it a regular session, eg once or twice a week.
Any pain, swelling (which is not uncommon when starting out), or indication of bleeding (most-likely a small tear of the urethral meatus) and you stop and give the body a few days to heal.
Do not force the sound into the urethra, its own weight is sufficient. You should not feel any pain, although will feel a slight "pop" as it slides past the meatus.
Lots of the lube is important, you want it as frictionless as possible.
Then, when you have gained confidence that the sky is not falling, you can go back to the idea of combining this with chastity.