In Act 2 Scene 4 in Julius Caesar, why does Portia send Lucius to the Senate, and why is she worried/nervous?Why does she also not want to tell...

You are correct to note that Portia appears to be worried
or nervous.  Shakespeare does a great job, through the text she speaks, of demonstrating
this:

• She tells Lucius to run quickly to the
  Senate and chides him for hanging around, but he reminds her that he hasn't left because
  she hasn't told him what he's going there for.


• She asks
  to be given "constancy," which she considers a manly attribute and comments on "[h]ow
  hard it is for women to keep counsel," which means she's finding it hard to keep a
  secret.

She finally instructs Lucius in his
errand, which is to find out how Brutus looks and to "take good note/What
Caesar doth, what suitors press to him" and report what he sees back to
her.

And, from her request, we can surmise
that, even though it is not a scene played out onstage, Brutus has given in to her pleas
from Act II, scene i to take her into his confidence and tell him what is on his mind. 
Therefore, she is privy to the plans of the Conspirators, which is to murder Caesar. 
This would be the overriding reason for her to be "worried" and "nervous" in this scene,
for her husband is about to commit treason against
Rome.

The fact that Portia is in on the plot is further
supported by the questions she asks the Soothsayer and what she says in her final speech
of the scene:

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. . .O Brutus,

The
heavens speed thee in thine enterprise!

. . .Run, Lucius,
and commend me to my lord;

Say I am merry.  Come to me
again,

And bring me word what he doth say to
thee.

So, by the end of the
scene, she confirms that she knows about the conspiracy, but she does not tell Lucius. 
Surely it can be assumed that she does not tell him because she promised Brutus that she
would not tell anyone.  It is also not hard to imagine how important secrecy is to the
potential success of Brutus' plan, another reason for not telling the
servant.

So, she only asks, initially, for Lucius to find
out how Brutus looks and what happens to Caesar, but then, at the end of the scene, she
also wants Lucius to also send Brutus her love and support and come back and tell her
what he says.

For more on Portia and this scene, please
follow the links below.