There is a reason a said close to but also a lot of the examples given in the original post are things that can be understood or explained but have an outsized affect on our lives that can't be fully quantized. Natural disasters can be explained and described but experiencing them is completely different. I have been through a few hurricanes and nothing has made me feel more dwarfed. I am entirely at the whim of nature's mercy. There's nothing in this world that is more stunningly beautiful and utterly humanizing. It isn't exactly eldritch horror but I think the perspective shift from normal life to feeling like a mouse dancing around the pounding feet of an elephant.

Edit: also I don't humans are capable of grasping climate change that well

I think this is overly literal and simplistic. Sure a person can understand on paper what causes a cyclone or flood. But being in one is an experience completely outside of usual human norms. I would describe the power of a big cyclone or tsunami as "incomprehensible" in precisely the way that a cosmic entity wiping out a city would be; you can read about how many miles per hour the winds are in a cyclone but you don't really understand what the reality of that kind of force is and just how insignificant you are in the face of it.