"All of these would ruin your day if you happened to live in the same galaxy"
Um, I do believe that, if you are not specifically in the path of the GRB, you can be a few dozen light-years away from a supernova with nothing to fear. Not immediately anyway.
If, on the other hand, you are smack in the middle of the GRB cone, tens of thousands of light-years are not going to save you.
Now, if this gamma radiation is spherical and not targeted, then I'm guessing that the minimum safe distance can be more than a few dozen light-years. Personally, I would prefer being at least a thousand light-years from any such phenomena. Vela's supernova was 800 LY away, and we're fine.