Short answer
You are almost there. The 5F (fright/flight/fight/freeze/fawn) response to threats is an unconscious reflex which in brief follows as Threat → Fear → Response.
A lot of people cannot understand the "fawn" response and https://drarielleschwartz.com/the-fawn-response-in-complex-ptsd-dr-arielle-schwartz gives a good write-up on it.
With classical conditioning, this occurs when an unconditioned response (an unlearned reflex response e.g. salivation) is turned into a conditioned response (a learned reflex response) (Source). Therefore a conditioned response of fear would be consciously created initially through stimulus → fear → learned threat, which after successful conditioning will change to the normal unconscious 5F response.
Long answer
The 5F (fright/flight/fight/freeze/fawn) response to threats
As you can see from the info-graphic below, The 5F (fright/flight/fight/freeze/fawn response) to threats, is initiated from Threat → Brain Receiving Signals → Brain Reacts (Fright) → Cortisol and Adrenaline is released → Physical Reactions occur (see quote below) from the release of hormones → Bodily response (Fight, Flight, Freeze or Fawn)
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(Source: Wikipedia)
The reaction begins in the amygdala, which triggers a neural response in the hypothalamus. The initial reaction is followed by activation of the pituitary gland and secretion of the hormone ACTH. The adrenal gland is activated almost simultaneously, via the sympathetic nervous system, and releases the hormone epinephrine. The release of chemical messengers results in the production of the hormone cortisol, which increases blood pressure, blood sugar, and suppresses the immune system. The initial response and subsequent reactions are triggered in an effort to create a boost of energy. This boost of energy is activated by epinephrine binding to liver cells and the subsequent production of glucose. Additionally, the circulation of cortisol functions to turn fatty acids into available energy, which prepares muscles throughout the body for response. Catecholamine hormones, such as adrenaline (epinephrine) or noradrenaline (norepinephrine), facilitate immediate physical reactions associated with a preparation for violent muscular action and:
- Acceleration of heart and lung action
- Paling or flushing, or alternating between both
- Inhibition of stomach and upper-intestinal action to the point where digestion slows down or stops
- General effect on the sphincters of the body
- Constriction of blood vessels in many parts of the body
- Liberation of metabolic energy sources (particularly fat and glycogen) for muscular action
- Dilation of blood vessels for muscles
- Inhibition of the lacrimal gland (responsible for tear production) and salivation
- Dilation of pupil (mydriasis)
- Relaxation of bladder
- Inhibition of erection
- Auditory exclusion (loss of hearing)
- Tunnel vision (loss of peripheral vision)
- Disinhibition of spinal reflexes
- Shaking.
All of this occurs without conscious thought as analysis of the signal doesn't takes place until after action has been taken.
Classical Conditioning
With classical conditioning (also known as Pavlovian or respondent conditioning), this occurs when an unconditioned response (an unlearned reflex response e.g. salivation) is turned into a conditioned response (a learned reflex response) after
a conditioned stimulus (CS) is paired with an unconditioned stimulus (US). Usually, the conditioned stimulus is a neutral stimulus (e.g., the sound of a tuning fork), the unconditioned stimulus is biologically potent (e.g., the taste of food) and the unconditioned response (UR) to the unconditioned stimulus is an unlearned reflex response (e.g., salivation).
(Source)
A conditioned response of fear would initially be consciously created through stimulus → unpleasant sensation maybe this will have to occur 2 - 3 times or more before the next stage which is learnt fear → learned threat, which after successful conditioning will change to the normal unconscious 5F response.