When optimizing for overall safety, focus on the biggest possible threats that you can have an impact on. In other words, when dealing with societal-level risks, your projected impact will be much higher if you try to focus on protecting society instead of protecting yourself.

This sounds dubious to me. Yes, if you prevent society from being impacted by a nuclear war, that's a much bigger utility return than protecting yourself, but the odds of your efforts being decisive in preventing a nuclear war are much, much lower. Protecting society is a huge coordination problem, where everyone benefits most by the problem being solved by someone else without their participation, so they can save their time and money for other things. Building a fallout shelter is not a coordination problem.