To answer the OPs question...yes, I think it could be possible that 9 could be gun shy on his return. However, he is such a tough competitive guy that I think he will not back down from any contact.
I think a number of people mistake Romo "collapsing before contact and just taking a sack" for him being gun shy. In actuality, it is a sign of maturity in his play. Take the sack instead of forcing a bad play or taking an unnecessary hit. The "live to see another down" philosophy. Both Mannings do/did it. Tom Terrific/TB12 does it as well. At times you see him extend the play but that occurs when he takes "time and score" into account. His decision making even when it comes to when to take a hit or not, or when to make a tight throw or not, or when to extend a play or not has improved drastically. Hence why he has 43 TDs to 16 Ints in his last 21 games played. That includes the pick heavy Carolina game on Turkey Day and the San Fran game of 2014.
It's possible for him to be gun shy...but I doubt it very seriously since the best predictor of future behavior is past behavior...as the old maxim goes.