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It's inevitable in humans, and especially among tech-savvy Westerners, to want a piece of Magic Gear that will solve the catastrophe du jour, and folds down to wallet-size. (There was one of those once, but it was made of Unobtanium, and it sank with Atlantis.)

Everybody who knows what they're talking about, and anybody who's heard the questions or seen the results, let alone seen the elephant, gives the following advice more times than probably any other:

Resist that urge.

There is, in fact cool gear. In a given situation, for a specific task, there is always one particular piece of gear that is the most superior, the most excellent; and there are, doubtless, any number of alternatives that would serve admirably, and some aficionado who can even demonstrate how they could/would/should survive with their particular piece of kit. Most of them are like child-proof caps: when you have one, there's never a convenient 8-year old there to get it open for you.

But the only way gear solves problems - pay attention, this is the important fact - is by you getting into a problem in the first place. Yes, a parachute is a great substitute for a flyable airplane. But it would've been far simpler to do proper maintenance and service in the first place, and maybe not trying to fly through that weather over those mountains. A liferaft beats drowning, but it's not a substitute for paying attention to the chart, and not sailing into the rocks, or skipping any of the other ten things you coulda/shoulda/woulda done that got you to where you need to get into the raft just now. Some as simple as keeping a mallet and a supply of wooden pegs in various sizes.

Accidents do happen, and unicorns appear that make the things go sideways. That's what parachutes, liferafts, and survival kits are for. Life isn't certain.

But asking about the best stuff to sock away in a bugout bag for every catastrophe is as dumb as asking for the best gun to use to shoot burglars.

In the latter, the best question to ask was "How do I make it highly unlikely to ever need to shoot burglars?" Like putting up a fence, getting a dog, trimming away brush that allows concealed access, planting thorny species, beefing up your glass, locks, windows, and doors, installing bright lights, household timers, and maybe an alarm system, should all come ahead of which gun to buy, which question comes ahead of only the decision of whether or not to install barbed wire, a walled palisade, and a moat with drawbridge. Do the first things first.

I've been in and through a fair number of disasters, emergencies, and crises. In 99% of them, the Number One gear solution was
"Go home and lock your door. Stay there until situation resolves."
That was it. Problem solved.

The Number Two gear solution was
"Get in car. Drive away. Far, far, away. Stay there until situation resolves."
Which solution necessitated only three things: a reliable car, a current AAA road map, and a handy envelope of ready and abundant cash. Once again, Problem solved.
(Note the above modifiers: "reliable", "current", and "ready" and "abundant". They aren't accidental. Plastic isn't cash. An ATM isn't cash. In some situations far from unlikely, a bag of $20s or $100s may not be cash either. Plan ahead, and plan appropriately.)

Knowing which one to revert to, and when to use each, is the result of rather unsophisticated planning. I will share with you that Top Secret decision algorithm:
"Is _________ liable to affect me inside my house?
No: Stay Yes: Next question
"Is _________ liable to prevent me from departing in my car?
No: Go Yes: Stay

That's the magic. Either you're safe somewhere near, safer far away, or not safe anywhere. In which last case, do whatever you want. If it helps, sing the Clash's "Should I Stay Or Should I Go".

What you'll need in any case are the basic necessities for providing yourself (and anyone you're responsible for) with shelter, water, food, medical care, and personal protection.
By all means, make those provisions, both in situ and in transit.

But there's no gear that's going to save you infallibly, every time, from everything, that fits inside your pocket, or bugout bag, or car trunk, or closet. You'd have to tow the Home Depot, and bury the local Mall under your house, and unless you're Donald Trump, that ain't happening.

But what you can do is to evaluate where you live, from your skin to the house structure itself, to the neighborhood, to the locale, to the region, to the nation, and make a serious study of the most likely problems and events, the most serious problems and events, and make a list of fixes and workarounds for each, to include when it's time to stay, time to go, and what you'll need for each.

A parachute/liferaft/bugout bag/survival retreat/Blofeld's secret underground lair is okay per se, but not as a substitute for a functioning brain, time spent using it planning for emergencies, and staying aware daily of where you are along a continuum between "everything's roses" to "I was already screwed yesterday before I got out of bed".
And ready emergency funds, whether an envelope or a small sack.

Proper Prior Planning Prevents Piss Poor Performance