I think classifying events by level of severity is a great idea. The only thing I would really change in the list is to make #1 a localized event such as Katrina:
Level 1: Localized natural or economic disaster i.e. Katrina or the rust belt.
Level 2 is a national economic depression or a large area natural disaster. Eurozone breakup, Stock market crash, National Pandemic, national economic collapse.
Level 3 is something we haven't seen recently and needs to be worldwide. A deadly plague, WW III (conventional), A food shortage that hungers over 1 billion more people, an energy shortage that turns off power for 1st world countries for extended periods of time (not rolling blackouts or temporary), many governments fall simultaneously
Level 4 is doomsday level stuff. Local nuclear exchange. A massive sun flare that wipes out satellites and electricity worldwide. Collapse of world trade. At least a billion dead in a year.
Level 5 is human race survival SHTF ...zombie apocalypse, alien invasion, Noah's worldwide flood, dinosaur meteor, ice age with glaciers down to Mexico. Multi-Billions dead if not everybody.
What I like about having the levels categorized is it makes planning easier.
A good plan A for a level 1 event would be to leave the area. That plan would include having a place to go.
Level 2 would require a plan for leaving the country. At the moment I'm thinking such a plan could have benefited a lot of Jews just before WWII.
For Level 3 there might not be anywhere to go so it would require a different approach than level 1 or 2. (bug in or out?)
Level 4 and you're probably going to need a bunker and maybe a boat?
Level 5 and your best bet is probably going to prayer, bullets, and an ark.
Not much need for a level 6?