Other existential risks that are impacted by space colonization include asteroids and sudden diseases. One other thing to keep in mind is that if the Great Filter is some specific advanced technology that we haven't yet constructed, then it is likely that space colonization will allow some avoidance of that. This follows since any such technology will likely not be able to spread much beyond the planet where it occurs (otherwise we would have started to see signs of its spread in the star systems that are the graves of civilizations). Thus for example, the Filter probably is not something like a slow false vacuum collapse made by a specific technology. In that regard, space colonization helps protect against a lot of unknown unknowns.

if there are some colonies that all sides are nice enough not to attack.

The tech level to attack a Mars colony is as high as the tech level to send colonies. And no colony would be a substantial military threat. Deliberately constructing weapons to specifically attack a colony well before hostilities break out seems not just not nice but well beyond sociopathic. The level of outright vindictiveness seems even beyond that of any classical dictator.