In the US, you're more likely to be killed by a cop than by a terrorist in Europe.
Japan is peaceful for now, but has its own problems - rising tensions with China, proximity of North Korea, low economic opportunity. Same goes for most other developed Asian countries.
Africa, Middle East, Russia, most of Asia and South America are less developed (AFAIK), in terms of social cohesion, healthcare, economic opportunity.
The best options seem to be Australia and New Zealand, they are English-speaking, highly developed, peaceful, lawful and, most importantly, far away - a problem for some (e.g. if you have family members in other countries), but in case of major conflict, it will probably be a good idea.
All in all, some perspective is in order. Europe is probably the strongest it's been in the past 100 years. There are 300 million inhabitants, so even 1M migrants is a drop in the bucket. There are no immediate threats from other nation-states, except possibly for a few countries bordering Russia - although even they seem focused more on the Middle East recently. Most European countries still have the strongest social security.
On the other hand, the unexpected is just that, by definition. Chances are low, but it's possible that some crazy person does something crazy (Putin? Erdogan? A right-wing EU leader?). But that's true pretty much anywhere in the world.
The tide is turning though and world's biggest quarry is in trouble.....since China problems are looming more profoundly on Australian economy (China sneezes and Australia catches a nasty cold) more people are looking towards other industries i.e. services, tech, medical and those who used to make a tidy profit in the mines are being let go due to slumping iron ore pricing and weakened demand. In the space of last 12 months iron ore price was cut in half.
Add world's most expensive housing prices, climate issues, stalling economy, bogan attitudes (less so with the influx of educated migrants) etc. and Australia has its own share of issues to deal with. All things considered though, I would never want to go back to Europe or move to US. Why? To name a few: stable democratic government, great lifestyle, far away from some of the the loony bins e.g. Putin or not sharing borders with other countries (can get pretty lonely here at times though as to get anywhere is a minimum 10 hours flight), good pay and social support system, lots of nationalities in bigger cities so racial tensions are rare (we all just seem to get along), warm weather etc. Why would I want to live anywhere else? Yes, I could make more money in US, be more culturally aware/inspired in Europe, have cheaper lifestyle in Asia (south-east) etc. but when you look at what's really important in life and narrow it down to a dozen or so factors, especially if having a family is a prospect, nothing comes close to living Downunder. Even Kiwis want to live here! And that comes from someone who lived (at least 16 months) on every continent, except Antarctica and Africa.
Except the massive problem of growing inequality, low wages, and a public service that has been shredded. New Zealand has a scary future if it can't start to face these problems.
Most of North and Central Europe is less likely to suffer from such drastic effects.
Locals will expect you to be a retiree, a tourist, slumming it and up to no good, or an entrepreneur who is going to invest and create a business. You can't just go get a normal job domestically and expect to have a better life than you would in a western country. Worst of all, you won't really be accepted as a member of the local culture unless you've married a local and speak the language perfectly. People will see you as an outsider, and they'll take your money, but you will likely never feel at home.
The expats I have met in Latin America who have made a good life for themselves are either:
A. Working for large multinationals and live in a cloistered expat bubble.
B. Working as teachers in elite schools or as missionaries connected with some sort of religion or charity.
C. Digital Nomads who are basically permanent tourists and not really ex-pats.
D. People who were formally middle class in western countries and are now upper class having started boutique resorts, specialty farming operations, or are doing real estate development. This is the best reason to move to a developing country: You have the mindset of a wealthy person, but can't break through the middle class glass ceiling. Usually these people will leverage home equity or savings in western countries to invest in lifestyle business or those with a high rate of return in developing countries that require a lot of hands on management and political skill. Usually, the capital they invest would have been insufficient to star the same kind of business in a western country.
It's a similar scenario to what happened with the old Dutch and English people in 1860 Manhattan. The new masses of Irish and Jews drove many to leave.
It's not necessarily a bad thing, but the future will be very different.