I tend to lean towards nobody having any secrets about Fury, and that's why none were revealed to him. It would imply that Fury has never had a hidden secret about himself, ever, and that seems unlikely, because who can scrub his whole life through, and find out everything there is about themselves? For instance, Fury always knew he had a son by another woman, a CIA agent Fury worked with. Fury would have to have looked into every liaison he ever had, to see if that person double crossed him, or kept a secret from him. It sort of fits, because Fury always knew HYDRA was double crossing him by infiltrating SHIELD, and that Fury knew the Contessa worked for Leviathan all this time. It really makes you wonder what sort of paranoid Fury is, to have sifted through every minutia to cover his back, and, to what lengths he went to achieve this? If Fury conscripted the Watcher into his plans, using the alternative reality machine, (The Bridge - now there are at least 3, Reeds, Watchers and Black Swans), then there is a connection between the Watcher and the death of Nick Fury, because Nick would know what the Watcher knew.
It would go something like this:
Fury has sex with the Black Widow. That night, Fury goes to the Bridge and looks at all the realities involving the Black Widow and finds the thing that could affect Nick, and erases it before it happens. He does this every time he makes a contact. That kind of manipulation is what would scare people who find out about it. It means history was synthesized this whole time. (Winter Soldier may have found out about Fury's whole system, and was so appalled, he had to do something about it). I don't know how this fits in with Hickmans SHIELD series', except that what Fury ended up doing was a tradition handed down by the masterminds of the past.
And the even scarier part is, maybe the Watcher was doing the same thing.
If this Original Sin Event is about removing all those hidden manipulations, then Marvel really is letting the Marvel Universe loose, and freeing it from all the interference of the past. I remember the pristine state of the Silver Age Marvel when it first started, and we all thought this is all it was. Now, with all the complexity of the past 50 years, the MU has been tangled up into a immovable structure by all sorts of forces. The beginning of loosening up this static state, was when the Illuminati were revealed to be manipulating things, and Steve Rogers decided to break that power. Now that we have leaned that the Watcher has been up to something this whole time, it would further loosen the strings that hold the MU with convoluted stories. ( It would be even cooler if the Fury connection were also proven and broken, at the same time).