Oh my god.. I know how you feel.. I get these deep thoughts and what ****s me up is that there's 2 posibilities.
1) You die and there's nothingness, no heaven, hell, life. nothing and that just goes on for ever. that ****s me up
2) That (if) there is a heaven, and suggesting you get into heaven, it goes on forever. Infinite I can't relatively imagine what an eternity in heaven is. wouldn't one get bored at one point? Heaven is the end, nothing after it and its eternal.... That also ****s me up.

I don't think that's a phobia but I definitely do not look forward to death.