PC terrified of dying in combat

Relatively new DM with a group of 5 PCs (some with ttrpg experience, some not) through a twist on the essentials kit module. One absolute first time PC is running a 3rd level rogue with low HP 13, lower even than our party wizard.

My issue occurs in combat encounters: the moment the rogue takes any damage the player becomes terrified of their PC dying and essentially flees the battlefield. This makes balancing combat difficult as now a combat balanced for 5 PCs is effectively being run against 4 PCs.

Any advice on how I can help my player engage in combat without as much anxiety? I have already discussed that death does not mean the end to their involvement in the campaign, and told them that in a few levels they will have access to resurrection magic, to no apparent avail. Advice greatly appreciated!