>>The fear and trembling was attributed to not being saved in the first place, i.e. they needed to work out their salvation.
Is that right? I thought he was preaching to the Brethren, not to Heathens. How is this confirmed?
You will need to go back to the nearly universal English translation of Wycliffe and Tyndale, accepted even by Catholics, in order to understand the somewhat archaic usage and meaning of the words “work out.” According to the Oxford English Dictionary, it means to effect, to bring about, to procure or to accomplish.
Therefore, as I initially explained, working out your salvation in fear and trembling means what? It means that those who are not yet saved should tremble and be afraid, they should get saved, in Protestant parlance.