The Ya'avetz brings a proof from our gemara that Goyim are considered an Erva in the context of יהרג ואל יעבור. The gemara says that the aveira the Jews committed in the war against Midyan was that they were זנו עיניהם מן הערוה, which implies that even goyim have a status of Ervah.
The Rama (Y.D. 157:1) writes that a gentile man who has relations with a Jewish woman is not considered giluy arayos. The Shach (12) writes that all the Rishonim agree that a Jewish man with a Non-Jewish woman is considered giluy arayos. The justification to consider it to be giluy arayos and יהרג ואל יעבור even for a non-married gentile woman, is because if a Jew would have relations with her in a public way there is a d'oraysa halacha of קנאין פוגעין בו, therefore she is considered and ervah. The Shach understands that most Rishonim assume that the requirement of יהרג ואל יעבור would only apply if he is being forced to have relations with her in a public manner (meaning people will know about it, like by Ester), but if he is only being forced to have relations privately, he doesn't need to give up his life. However, he then cites the Nemukei Yosef who says that since he is chayev kareis even if kana'aim don't attach him, we consider her to be an ervah and even בצנעא there would be a requirement of יהרג ואל יעבור. The Nodeh B'yehuda (cited by Pischei Teshuva) explains that the opinion of the Nimukei Yosef can be justified because he may hold that even on an issur d'rbaonon of arayos we say יהרג ואל יעבור, therefore even בנצעא which is only d'rabonon we can say יהרג ואל יעבור. But the Shach himself (10) who only says יהרג ואל יעבור by a d'oraysa, should not be able to hold that here is יהרג ואל יעבור for a צנעא violation.
It is possible that when our gemara uses the term ervah, it doesn't mean it in the literal sense and wouldn't prove that goyim have the status of ervah for יהרג ואל יעבור. However, according to the Ya'avetz who proves from our gemara that goyim are called an ervah for יהרג ואל יעבור, it must be that he assumes like the Nimukei Yosef that even בצנעא the din would be יהרג ואל יעבור. According to the other Rishonim, we don't consider goyim to be an ervah, just that in the circumstance where their is a din of קנאים פוגעין בו because its done publicly, since the Torah considers him worthy of death, we say that he is also obligated in יהרג ואל יעבור. According to this approach it wouldn't make any sense to consider goyim an ervah in the context of hirhurim.