Adjective for "terrified yet calm and capable"
The following don't explicitly satisfy the terrified criteria; they are instead words that represent calmness under pressure. Terror could be construed to be a form of pressure.
Equanimity is defined as:
evenness of mind especially under stress
Its adjective would be equanimous.
Its synonym, sangfroid, is defined as:
self-possession or imperturbability especially under strain
While the dictionary does not note its adjectival properties, you can probably use it as one. A sangfroid calm is a reasonably common phrase.
Unflappable is similarly defined:
having or showing calmness in a crisis
They can be described as mechanical, stoic, businesslike, calm under pressure, or having icewater in their veins.
In French, this term is "sang-froid".
The adjectives calm, composed and equanimous already have the connotation of one being possibly in a terrible situation.
I like stoic for the given situation:
A person who can endure pain or hardship without showing their feelings or complaining.
I like resolute. Definition from Google:
Admirably purposeful, determined, and unwavering