Green’s Dictionary of Slang

(US Und.) terror, induced by a fear of arrest.

1899		J. Flynt Tramping with Tramps 17: He is likely to get what is called ‘the shivers’ – one of the weirdest disorders to which the human body ever yields. Men describe it differently; but, by all accounts, the victim is possessed by such a terror of capture that each member of his body is in a constant tremor.
2012		J. Fagan Panopticon (2013) 10: ‘Now we are going to keep you in a cage, next to Brian.’ [...] That gives me the shivers.
2021		J. Ellroy Widespread Panic 15: A Mex busboy [...] saw my roscoe and got the shiver-shakes.