Is a wife’s statement to her husband: "When you are with me, I fear nothing," or "When you are with me, I do not think of any harm that might befall me," considered shirk (associating partners with Allah) and is the husband sinful for not alerting her to that?

The wording mentioned in the question does not indicate polytheism (shirk) with Allah, the Exalted, as the woman did not attribute any of the characteristics of Lordship to her husband. Allah alone is the Preserver of His servants, and preservation is achieved through natural means, such as caring for marital life, or through divinely legislated means, such as faith (iman), piety (taqwa), and observing the limits set by Allah, as the Prophet (peace and blessings of Allah be upon him) said: “Observe Allah, and He will observe you.” The meaning of “Observe Allah” is to observe His commands and prohibitions, and the meaning of “He will observe you” is that He will preserve you in this world and the Hereafter.