It's pretty clear the Trump has no actual concerns about personal legal jeopardy. And given the various legal complications regarding the law and the president, he might not be wrong (though the same can't be said for everybody close to him). But I think this is less a rational understanding of the situation he faces and more just another aspect of the fact that the man only sees himself in what gets reflected back to him from the funny papers and teevee. He's afraid of being embarrassed, of being shown to be a fraud. A broke fraud. It's his image as he's constructed it that he's worried about, not shackles.