Astronomer here! The GRB one is a bit misleading- dozens and dozens of them are pointed at us each year, they’re just so far away that it doesn’t matter. If they weren’t pointed at us we would never see them.

As for how close one has to be for it to matter, it has to be a few thousand light years or so (I think 6-8,000). We know this area very well when it comes to the census of big enough stars about to go supernova, and there just aren’t really any that pose a threat of exploding soon. The one potential exception, Eta Carinae, has its poles not pointed at Earth, and a GRB is a very beamed object just a few degrees wide, so I wouldn’t worry about it.

For further context, a galaxy our size has a GRB maybe once every million years or so, and even THEN it has to be close enough/ perfectly aligned. They’re just not that common!