I'm not entirely sure how to handle fear with NPCs. One of the players in my group is an amethyst wizard with the 'Deaths messenger' card, one of the things he can do is cause fear 1 or 2. If using the same rules for fear as for PCs if the enemy fails the Discipline check it can gain stress, which using the rules for normal enemies mean they lose wounds. This happened and killed a Gor the PCs were fighting by the wizard pulling a scary face and I was wondering if there was a better way of handling this?

Unless you make a monster a Nemesis type (like a player, it gets Fatigue & Stress with a Stance meter), you did fine.

If the killing with a Fear effect bothers you, just change it to a Fleeing/Surrendering type effect if the Stress-made-Wounds taken from the Fear effect gets it "killed". The Gor has seen too much, he's badly wounded, the opposition is mighty and terrifying, it's the end of the world!!! ... it drops on the ground praying to its new masters ? Turns tail and runs for his life on his next action ? etc.

The Death Messenger Spell is not just a "scary face", the caster "becomes a grim specter of Death"! (i find it very cool and it doesn't have to be only a visual sense effect). The Gor may see his Death thru that dark messenger, feels abandoned by his god, etc.

Everything that Cwell said.

In DnD the Fear effect causes victims to anything they are holding and run for their lives. In the old Psionic books a similar effect would cause the victim to cringe and cower in absolute terror, convinced a mere touch by the caster would instantly kill him. (and if the caster did touch said individual, he passed out from fear) Either of these are fine substitutes for death - though it should be noted that people can and do die from heart attacks induced by fear.

If you have, or can get access to the Dark Heresy 40k book I would take a look at their fear ratings to get an idea of what a level of fear might represent and the types of creatures which produce them.