Fear is a funny thing. It can make you unable to fight, but it can also make you an excellent fighter when you were horrible before.
Still, if you consider that pretty much every animal on Earth with a significantly sized brain exhibits a fear response of some sort, then I don't find it all that difficult to believe that the ability to fear would be a universal rule.
On the other hand, the Shivans seem to fear nothing and no one, which means either they don't fear on an individual level or they have some kind of conditioning against it. If they are a hive mind, as the theory runs, then I expect that they can fear, but not on an individual level.
But, seriously now, if the Sathanas was on a recon mission, how many times have you flown recon against the Shivans in a fighter? The Sathanas and the Lucifer both, the Eva, several other ships. They didn't HAVE to use a Sathanas to find out what the Colossus was capable of: a fighter wing running scans gives the same information. The GTVA learned what the Sathanas was capable of using Alpha 1 and a Ptah, after all.
As for needing the Colossus to be nearby, I've already pointed out that it's in Capella anyways, and there's no other task for it besides standing guard against the Shivans, Sathanas or not, so logically it would be in Capella and blockading the Capella-GD node. Even if it was elsewhere in the system, a recon wing could probably find it still. Besides, the Colossus is the GTVA's most powerful warship. It isn't going to be hiding. It's going to be standing guard at the Capella-GD node to ease the minds of the good citizens of Capella.
The only reason to use a Sathanas would be if Shivan fighter sensors are less advanced then those of the GTVA, and that explanation doesn't sound likely in light of the Shivans apparently operating just fine in the nebula.