I wouldn't say I'm worried. I live in Eastern Europe which is going to probably be one of the last places to fall. There is also a 1 world government so I don't think there are many viable options.
More context:
https://controlplanecapital.com/p/rivalry-between-countries-is-curated
But yes, self-custody Bitcoin and Monero would probably be the only options for a Great-Taking type scenario.