The absence of fear is recklessness. Courage is about not being subject to fear. CoZE hopefully both increases courage and reduces fear for those things for which fear is unjustified. It should increase fear for things it's good to be afraid of.

Courage is not the absence of fear; courage is fear. To quote Alan Watts:

"To remain stable is to refrain from trying to separate yourself from a pain because you know that you cannot. Running away from fear is fear, fighting pain is pain, trying to be brave is being scared. If the mind is in pain, the mind is pain. The thinker has no other form than his thought. There is no escape."

Exposure therapy techniques are useful if there's something causing you more fear than it ought, but some level of fear is inevitable. Accepting the fear is the only way to conquer it, but trying to conquer it is just being afraid of the fear, and therefore not accepting it. So you must accept the fear, not because you want to be rid of it, but because you realise that resisting the fear is futile.

Last time, the two comfort zone expansions I did was meeting with alkjash, and moving forward my photography project. For the first exercise, I spent 5 minutes trying to think of a good way to push in an opposite direction from these two, but didn't come up with anything that felt worth doing. I ended up reflecting on this:

Unglamorous CoZE is expanding in [directions orthogonal or even opposite to the instinctively shiny ones]. Breaking down private fears and aversions that nobody will congratulate you for conquering. Trying out socially discouraged activities and points of view. Expansion towards an unappealing role doesn’t mean you have to inhabit that role forever – it just gives you a peek into your own versatility, the multitude of roles you could inhabit in different circumstances.

I decided to do something I've been meaning to do for a while, I spent 6 minutes (which is my new standard for some types of Yoda timers) writing out some mistakes that I feel I've made in the past. I'll list one of them here:

I feel that I have been distanced from my extended family in Europe, and they no longer feel as close to me as they did, which is a thing that I regret. I wish I had paid more attention and energy to keep in touch with them, even when I wasn’t able to visit in person

My list is very incomplete, and I would like to at some point in time spend enough time to make it more comprehensive. Thinking back, it's not 100% unglamorous CoZE, because in some sense reflecting on one's mistakes is exciting, and I feel it's somewhat encouraged in rationality-adjacent circles to publicly state when one makes a mistake. But it can also be painful looking back and admitting your mistakes, even in private, and doing it in public can be embarrassing and potentially open you up to attacks by people who aren't also acting in good faith.

I decided to explore getting a job for today's second assignment. I didn't really recurse, because of all the aversions I found, only one of them I actually endorsed, and I had two solutions that I feel perfectly fine with, plus a third I may feel a little averse to, which amounts to just saying that the top-level aversion is not actually an endorsed aversion, and to just suck it up. I guess now that I'm writing this, I can factor that too: I'm averse to saying that "getting a job is hard work" isn't actually a problem, because I will be spending time that I won't be getting paid directly for, doing something that I don't really want to do (I notice now that I neither listed or factored the most important aversions relating to not wanting to deal with the process itself - I've done that now in my notes, and I endorse one of my aversions to the process itself, and don't endorse the other), and I would rather be writing or working on my projects, if I have enough energy and attention to be focusing on applying to jobs. The solution to not getting paid for applying to jobs is already contained in the solutions I had for the top-level aversion. I don't really endorse that I would rather be working on my own projects, since the money will make me able to more comfortably work on my projects when I do have time for them.

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Regarding courage and fear, there's the stock answer that others here have alluded to: Courage is not the absence of fear, but doing things despite fear. This is mentioned by Ned Stark in the first chapter of A Game of Thrones, and I've heard it many times in my martial arts training. It's certainly an important form of courage, and I think Ned was teaching his son an important lesson in that scene. That said, I don't think it's the only form of courage. I do think there is such a thing as lack of fear as a form of courage. I've broken boards in many crazy ways, more than once in ways where the instructor on duty was worried I would break my bones (once using the back of my hand... basically by bitch-slapping the board), whereas I have memories of some of my students being afraid to break a board with even a simple punch. I have one memory of a student (a rather young one) striking a (very thin) board, very weakly, several times, because he was too afraid to give it his all - normally, breaking a board barely hurts (it's like getting a shot), but hitting it, weak enough to not break it, can hurt quite a good bit, since the energy goes into your hand instead of into the board. He did finally break it after many tries, but he started crying the moment it broke, apparently because he had convinced himself that when he broke it, it would hurt a lot, even though he was actually fine.

Knowing that you'll be fine when a less experienced person won't be fine / doesn't know they'll be fine, or even knowing that you're taking a calculated risk that's worth it, and being calm because you've done it many times before, is a form of courage, and a very different kind of courage from acting even though you are scared. While I think this more calm form of courage is useful and valuable, the only way I know to get there is to actually do things that you are scared of, and get so used to it that you no longer think twice about it, which is why "courage is not the absence of fear" is such an important lesson.

I think courage is about getting comfortable with fear or doing the "right" action in spite of it. One of the things I'm most proud of was negotiating a raise. It went against all my social conditioning and was way out of my comfort zone. But say I negotiate raises 15 more times in my life. Is the 15th negotiation that courageous? Maybe it looks courageous externally, but internally I don't think I'd feel it as much as the first one because my comfort zone has probably shifted. So maybe a measure of courage would be how far past your cozy set point you're willing to go.

One way to see fear would be as a 'feeling' that signifies expectation of failure, possibly grand 'loss' of something dear.

Courage is often usually described as "Doing something even if you're afraid"

Then fear could stem from some internalized beliefs and could be reduced with CBT exercises that examine true roots of the beliefs, fear could be changed by new experiences.

I'd guess CoZE works by creating new automatic assessment of the situation that currently seems dangerous, decreasing fear

What could increase courage?

Probably having clear goals, maybe making them somehow closer in time.

I'd guess creating self-image of a courageous person could help, i.e getting confidence in other areas of life.

I've heard that "leaving no line to retreat" might make people more courageous, but that could be dangerous.

Conceptual bug in the first assignment here: assumes I have previously tried a "glamorous" CoZE

(relatedly: it would be useful here to have more details about how to CoZE, with examples perhaps; this description is fairly bare-bones, though usable)

I think courage is more than just the absence of fear, I think it's the ability to take actions that are important but difficult or dangerous, while being fully aware of the risks. Similar to what Qiaochu_Yuan said, just going through life doing dangerous stuff without caring out the consequences is recklessness, not courage. I think you may or may not have fear when an action is dangerous, but you can be courageous regardless of whether you're afraid. 

To me, CoZE seems like it's more targeted at decreasing fear than it is at increasing courage. A lot of what's involved in CoZE is getting your subconscious to understand that lots of things that are scary aren't actually difficult or dangerous. Targeting courage itself seems harder, at least in my conception, because it requires actually doing difficult or dangerous things. I don't have any genius ideas of how to train courage, but it seems like activities that force you to do difficult tasks as part of a group, such as team sports or military training, have traditionally been used to train courage.