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If nihilism was Nietzsche’s fear it was only because like Comte de Sponville, he feared its spread into the souls of millions. That said, Nietzsche’s philosophy cannot be understood apart from his monstrous jealousy of Jesus Christ together with his self-pity and longing for godlike powers. After his encounters with the disincarnate being that called itself Zarathustra, Nietzsche’s declaration of the death of the Christian God was an ecstatic utterance solidified in his description of himself as anti-Christ.

I think you are correct about that fear - he was actually pretty specific about it in Man and Superman. But with regard to Thus Spake Zarathustra, bear in mind two things: first, that he placed "God is dead" in the mouth of a madman, and second, that he himself was not only certifiable but was committed involuntarily. Barking mad. The question for scholars is just how much his madman really was himself, and worse, far worse, just how reliable the evidence is given that he really was at the very least unstable when he wrote it.

So, where's the philosophy and where's the insanity? And can you differentiate? At that I bow out as an unqualified amateur. That one needs a serious forensic shrink.