It sounds to me like you need to have an intervention of some sort. They need to see that working together, and sharing ideas, and taking chances is what the game is all about.
Here is an idea. Do a "mini" scenario outside of the main campaign, and tell them that anything goes. They use their current characters at their current levels, but no experience points will be given or taken away. If they die in the this, they do not die in the main game. If they lose any gear or items or anything in this, they do not actually lose it in the game. Do a story that gives them a challenge that they have to think about, an encounter they have to fight their way out of, and a situation in which they HAVE to depend on each other to make it out of... all of which could even be in the same encounter.
This will accomplish a few things. #1 - They will have to work together, but will see the benefits. #2 - The hesitant player will be able to play without the fear of losing anything, and then will in turn be able to see how much more fun it is to put yourself out there and accept the challenge. #3 - Taking them outside of the game with no consequences to the actual campaign will give them a freedom to try things without the fear of fucking things up for themselves, and maybe will show them that sometimes it is worth getting down to no hit points or losing the awesome magical item.
I know that when I first started playing, I really second guessed myself and was afraid to act. It took me dying by the hands of an evil medagamer to really break me of that. Also, being around more experienced players, seeing how they played, and learning from them helped me. Maybe you should bring in someone that can DM and let you play so they can see how it is.