The final nūn of يَخَافَانِ and يَخَافُونَ is inflectional nūn; it disappears in subjunctive or jussive forms. In يَخَفْنَ, however, the nūn is the feminine-plural pronoun.
يَخَافُونَ → لَمْ يَخَافُوا
تَخَافِينَ → لَنْ تَخَافِي
يَخَفْنَ → لَمْ يَخَفْنَ
The final nūn remains in the last example because it is nūn al-niswah, not inflectional nūn.
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Inflectional Nūn Versus Nūn al-Niswah
Complete Conjugation of Khāfa–Yakhāfu: Hollow Wāw from the Samiʿa Class
The final nūn of يَخَافَانِ and يَخَافُونَ is inflectional nūn; it disappears in subjunctive or jussive forms. In يَخَفْنَ, however, the nūn is the feminine-plural pronoun.
يَخَافُونَ → لَمْ يَخَافُوا
تَخَافِينَ → لَنْ تَخَافِي
يَخَفْنَ → لَمْ يَخَفْنَ
The final nūn remains in the last example because it is nūn al-niswah, not inflectional nūn.