put the wind up
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put the wind up (someone)
To make someone very anxious, upset, or frightened. If they keep putting pressure on you, we'll threaten them with legal action; that should put the wind up them!
put (or have) the wind upalarm or frighten (or be alarmed or frightened). British informal
One of the earliest recorded uses of this expression was in a letter from the poet Wilfred Owen in 1918 : ‘Shells so close that they thoroughly put the wind up a Life Guardsman in the trench with me’.