Fear and pain
Yes I think they felt fear and pain. As a student of military history across cultures, warriors didnt learn to NOT feel fear, they learned to accept it and overcome it. In a very small way, it is like the feeling you get before playing a sporting event, nausea, trembling and shakes, except on a much higher level. (This is from source texts, not my experience).
From my experience of pain, (lengthy) most of the smaller scrapes, bruises and bumps anyone can learn to live with, but training to overcome the pain from a slashing cut that disembowels or dismembers is impossible. The innate physiological reaction (shock) might numb you from the pain (and keep you standing in the face of danger) but this is certainly not the result of training to resist pain.