Second only to the Jedi, a Sith Lord's greatest threat is their own apprentice - but I've figured out why Palpatine never feared Darth Vader. It's easy to forget that the Sith are naturally self-destructive; the dark side is competitive, so Sith tend to be their own worst enemies.
This is why Darth Bane established the Rule of Two a thousand years before the Skywalker saga. It limits the number of competitors, ensuring there should be an unbroken line of apprentices who usurp their master, with as little knowledge and power lost as possible. But it naturally means every Sith Lord automatically has a rival; their own apprentice.
Why, then, did Darth Sidious show no sign of fearing Darth Vader? After Andor season 2, I've finally figured it out.
Palpatine Never Intended Darth Vader