The one I'm terrified of is the switch where the laws of physics all change at the speed of light. We will simply cease to exist and not even see it coming.
Nah you’d never see it coming and have no prior for believing in it, so not scary. What is scary: a super intelligence alien race enveloping all matter into Dyson swarms. You’d see stars shifting into uniform infrared emissions in an expanding sphere at nearly the speed of light. Suddenly the stars go dim... and then it reaches you.
Well, that gets into game theory stuff, though. For example, one could say that logically any aggressively expansive intelligent species on that scale should take the position of being friendly and supporting to lesser-advanced intelligent species by default, as a way to encourage other more-advanced species than them to take the same position.
The real danger would be a super but unintelligent race doing the same (think "giant space ants"), since they wouldn't have philosophy department chairs.
Depends where it happens. The speed of light is quite slow relative to the size of the universe. So Higgs field collapse could happen a long way away and take millennia to reach us. Perhaps as the collapse propagates across the in universe it meets some huge energy event which pushes the Higgs field up again and rescues matter.