I think it's impossible to be certain right now. I've listened to it a couple of times, and the word could be either "me" or "my". They sound so much alike, anyway. Damn English!! Lol, j/k.
At first I thought she said "I'm afraid he's going to kill me, dad", but now that I think about it, it seems more likely that she said "I'm afraid he's going to kill my dad". Sydney isn't the type to run to her daddy in tears because somebody's trying to kill her; people are always trying to kill her, she's used to it. But if Jack was in danger, she'd probably be more emotional about it. But it could still be the other way around, too. I guess we'll just have to wait and see.