It reads:
Thick-skulled - Any Phase: Hank does not make a Horror check when he first encounters a monster. Instead, he only makes a Horror check if he first fails a Combat or Evade check against a monster.
How do you play the timing of the horror check and the (failed) combat/evade check? Does he have to roll for horror even if the combat check reduces him to 0 stamina? If so, he could be devoured by getting both stamina and sanity to 0 at the same time...