My theory is that HS was physically abused by his father. The amount of fear that he has for his father cannot just be due to emotional abuse. My guess is that he used to restrain HS with the dog leash and treated him a bit like a dog. It is interesting that the image of the father always shows up when something happens that is positive or would be an event that would bring about positive feelings in a normal circumstances. My guess this reflects the times when he father would attack or hurt him, so he has in a way been conditioned to expect his father to come for him or be hurt by him when he feels anything remotely happy.
As for why HS thinks his "father" is "scared" of her, my guess is that the "father" is not really scared of JW at all, but rather the father was sent away by HS himself. It is interesting that it wasn't till she kissed him and he clearly was emotionally touched by it and let him self go into it for a sec. I see it as he felt her love for him and for someone who apparently has not had a lot of it in his life, it was perhaps very comforting and peaceful for him. And it was those feelings that sent the father away in his mind, it broke the conditioning he was used to and raised under, plus it distracted him. It is like when you have a kid that is crying because of something you get them to stop by distracting them with something else....kind of the same concept.
And having lived under the shadow of his fear of his father all his life, due to the trauma. Realizing that being with JW and her love could send the "father" away, it would have been a lifeline to someone who was emotionally and mentally dying.
Did he love her from the start? No, he most likely used her as a shield at the start and emotionally manipulated her. But I do think that over time he has come to care and love for her in his own way. And I do think that he is extremely loyal to her and very dependent emotionally.
I do worry about when JW is going to find out about his past and lies... but I have a feeling that rather than tear them apart, it will pull them closer together in the end.
With how much it has been shown that he needs her and how desperate he is to keep her, I can see that he is not going to be willing to let go. Plus on the flip side, JW has been keeping secrets of her own from HS. Though at this point we don't know what they are, my guess it is related to why she wants to be a detective. Plus, she has been shown to be rather compassionate and more understanding of those who are left behind.