No.1982
Claustrophobia above all else. If you want to see what I mean, read my last three comments on this thread :D
I agree about the social anxiety but, more specifically, I think it might also have more to do with fear of isolation, tying into the claustrophobia thing. Social anxiety usually has to do with being unable to read facial cues and things like that :D And I always thought that the presence of giant scary things was just a symbolic way of saying that Mado is powerless to change the world around her.
No.1983
Claustrophobia? I'd argue she'd probably have agoraphobia instead.
No.1984
virginitiphobia
No.1986
I can see what you mean about agoraphobia, but claustrophobia also has a lot to do with feeling trapped or caught in inescapable places. While awake Mado can't leave her room, and this theme is repeated in her dreams when so many monsters (mostly Toriningen) transport her to small and/or impossible-to-escape places. Yes, the game has a lot of bigger spaces, but most of the time they are still totally isolated spots that can't be exited without waking up (which of course brings Mado back to her prison bedroom). Places like Mars or Uboa's "hell" are larger in scale but are still impossible to escape. And of course, all paths loop back on each other, showing that even the dream world is impossible to break out of.
