It's actually the author's. I can't abide moths or butterflies unless they're completely still. Something about the way they flutter in unpredictable patterns around face level.

In-text, Roxelana's arachnophobic, but has pretty rational reasons for it having seen a few of the man-eating ones up close and personal. In-me-making-up-something-right-now, Clio's got the 'afraid of holes' thing. She shudders violently at the sight of paper-wasp nests. But it's not a well-documented thing in her experience, so she keeps quiet about it.

It's not a phobia, exactly, but it's deliberately brought up a few times in Do5 that Rena's very fastidious and hates dirt, mud and general grime. If she can't wash or has to sleep on the ground, she's going to be very on edge.