Find lines from Macbeth to prove that the news of Fleance's escape fills Macbeth with terror and fear.
The scene you want to examine closely to answer this question is Act III scene 4, which is when the Murderers return and tell Macbeth about the success and failure of their mission just before the banquet that Macbeth has with his lords. It is clear that Macbeth responds to the news of Fleance's escape with fear and terror from the kind of language that he uses to describe his feelings. Note what he says:
Then comes my fit again: I had else been perfect;
Whole as the marble, founded as the rock,
As broad and general as the casing air:
But now, I am cabin'd, cribb'd, confind'd, bound it
To saucy doubts and fears.
Consider the whole list of adjectives that Macbeth uses to describe his feelings now that Fleance is free. Each of theme describe a feelign of entrapment and of restriction as he is now subject to "saucy doubts and fears" that threaten the security that he was hoping to achieve through eradicating Banquo and his line and thus making the prophecy of the witches impossible to fulfill.