Hi Cristóbal,
Thanks for the responses, here are some followups.
1. Panpsychism
Panpsychism may not explain everything perfectly, but at least it would be progress, such as including consciousness as part of physicalism. We're kinda stuck now with consciousness as emegent.
2. Spinoza's God
I suppose one step up from God as physical law is the God that gave rise to that physical laws as well as the spacetime canvas on which they work.
3. Dying
Yeah, that's comforting to think of the 13.7 billion years the universe existed before I was born as how death would feel. Just nothingness.
Kevin