Devotees shouldn’t be afraid of material danger
Sometimes the members of the Krsna Consciousness Society are afraid of the impending danger of world war and ask what would happen to them if a war should occur. In all kinds of danger, they should be confident of their protection by the Visnudutas or the Supreme Personality of Godhead, as confirmed in Bhagavad-gita (kaunteya pratijanihi na me bhaktah pranasyati). Material danger is not meant for devotees. This is also confirmed in Srimad-Bhagavatam. Padam padam yad vipadam na tesam: in this material world there are dangers at every step, but they are not meant for devotees who have fully surrendered unto the lotus feet of the Lord. The pure devotees of Lord Visnu may rest assured of the Lord’s protection, and as long as they are in this material world they should fully engage in devotional service by preaching the cult of Sri Caitanya Mahaprabhu and Lord Krsna, namely the Hare Krsna movement of Krsna consciousness.
Srimad Bhagavatam 6.3.18 purport