From what I understand, I feel like embracing the metaphysical should be fun not scary or cause stress you can lose headmates. If there is another person/system saying all this horrible stuff will happen to you in another world, that could be abusive/manipulative.
If there isn't another system/person that you know of, then the solution may be more straightforward. I can't see why you can't install safeties to protect your headmates. For instance, if something bad happens and your headmate is scared, they can warp home safely whenever they want to.