When I was a kid in Hebrew school, the Israeli teachers always said, "בוא הנה" but I never hear that now. I only hear בוא לפה.
Did הֵ֫נָּה fell out of use in favour of לְפֹה?
What's the difference in meaning between אני דואג and אני מודאג?
The same between I worry and I'm worried.
It's interesting the way he pronounces שהוא. It sounds like 'shu' rather than 'shehu'. I guess it's the same as מישהו.
No, it's "shehu", it's just pronounced a bit fast. It's never "shu".
Is the questioner asking if one is worried that he will or won't come?
Is the questioner asking someone whether he is worried whether a third party will or won't come? It seems to me that the worry is that he won't come not that he will come. If so, it should say "Are you worried that he won't come here?"
This sentence sounds kinda iffy both in Hebrew and English. In English I’d say ‘he might come here’, in Hebrew something like ‘מֻדְאָג מִזֶּה שֶׁאוּלַי הוּא יָבוֹא’.