I have heard the Spirit many times in many different ways, warning me of both physical and spiritual danger. Sometimes I have seen the consequences of following or disobeying that voice... .More often, I haven’t been able to see the results. But I have learned that when I humble myself and am willing to listen, the Lord will help me recognize the Spirit’s promptings and He will guide me back to where I need to be. With Him, I am never alone.
Sarah Keenan, "Lost in the Forbidden City", Liahona 2018
I have many experiences when the spirit actually warned me of pending danger. Most of these experiences warning me of physical danger were when I was on my mission. I have some experiences, too, warning of pending spiritual danger.
I think it was easier to "hear" the spirit warning of pending physical danger because He was either louder or I was hypersensitive given the situation. Probably the latter because I don't think He differentiates like that just because the danger is physical. 😁
I know He is always warning us, it's just we don't always hear Him, at least I don't always hear. Another reason we need to hear Him, because our mortality or eternal life may be in jeopardy.