Whom does Gram think Gwen is scared of it it is not Maxwell? Why doesn't she answer Maxwell when he asks, "No? Then who was it scared her?"

Gwen is Kevin's mom, and this particular question references a part of the book that occurs soon after Gwen and Kevin move in next door to Max. To be honest, Gwen is a bit scared of Max. She is afraid for herself and for Kevin because of who Max's father is. Max's father is in prison, and he has earned himself the wonderful nickname of Killer Kane. He got this nickname for murdering his own wife, an incident that Max witnessed. Gwen, Gram, and Grim all look at Max with a wary and slightly fearful eye. They do this for a couple of reasons. The first reason is that Max happens to look a lot like his father. Max's physical appearance is all that it takes to trigger their memory of Killer Kane and the damage that he was capable of doing. In a way, Gram is correct in saying that Gwen isn't afraid of Max. Gwen is afraid of Killer Kane, and Max looks just like him.
It is unfortunate, but I do think that Gwen does have a valid reason to fear Max. Max is a big and powerful kid, and he could easily hurt Kevin. Whether she is a supporter of nature or a supporter of nurture doesn't matter too much in this situation either. Max carries his father's genetic coding, so Gwen might believe that the same killer instinct is a natural part of Max. Max also had to live with his violent father for a time, too; therefore, he has been witness to an example of what a father can be like. For all Gwen knows at this point, Max might not see his father as the bad guy.
As for why Gram or Grim doesn't answer this kind of question, that answer can be found in the early pages of the book. Gram and Grim simply refuse to talk about Max's father. They avoid the topic completely, and if the topic does come up, they try very hard to never refer to Max's father by name.