Chemicals like https://en.wikipedia.org/wiki/25I-NBOMe#Toxicity are among the most potent agonists of the 5-HT2A receptor, and are also extremely dangerous due to potency and their vasoconstrictive and cardiovascular effects.
(There are horrifying stories of people being sold "acid" and then their lips turn blue from vasoconstriction and subsequently need hospital intervention - see: https://www.erowid.org/experiences/subs/exp_25INBOMe_Health_...)
A significant number of the deaths the nbom family has caused can probably be attributed to the difficulties of clandestine dosing in microgram amounts, but I think they may still be more dangerous than alcohol even when dosed accurately. It's certainly more dangerous for naive users without the proper equipment to measure and handle it.
This is false. LSD and mushrooms are arguably as safe as or safer than alcohol. However...
There are hundreds other psychedelic compounds in existence, and some can acutely cause death, some even at doses close to recreational levels. Phenethylamines can all be deadly, and nboms cause extremely dangerous vasoconstriction. Some significantly lower seizure threshold.
I think the therapeutic potential for psychedelics is very promising, but there are definitely some psychedelics that are much more dangerous than alcohol.