You could be describing me at the age of nine! I think a nine year old with a vivid imagination still finds it difficult to distinguish between fairy -tales and real life and between fiction, tv series and real life.
So they get scared by people dying in films or books, because they are old enough to comprehend that death is irreversible, that some people do horrible things to others etc.
Let him choose books he finds pleasant and avoid anything that upsets him. Why should he or anyone be forced to read anything they hate?
I think someone got out of the wrong side of the bed
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I wouldn't worry too much about your grandson, he will almost certainly grow out of it.