The Empress of Blood is not a useful reference point for size because her size is unlinked from the standard draconic progression and likely exaggerated for comic effect regardless. Calder is clearly larger than the Ancient Black Dragon but I'm not sure where the line would lie between a Gargantuan and a Colossal dragon.

As far as Frightful Presence goes, it's hard to say. In Belkar's case, remember that he's got a vest of resistance +3. Throw on his wisdom penalty, class save bonus and Aura of Courage and we'd be looking at a total modifier of +10 or +11 depending on his exact Ranger level, so it's possible for him to pass a DC 29 save without a natural 20 - but very unlikely. Haley is actually worse off than he is by the available evidence since she has no known save-boosting magic items (bluffing Calder into thinking she's mind blanked does not actually give her any protection from his abilities, it will only serve to discourage him from using those abilities in the first place).

It's entirely possible that Belkar (and other characters) have failed their saves and are shaken; the penalties are not enormous. It's also possible that everyone made their saves, either through sheer luck or by being the beneficiaries of off-panel buffing or the like.