It's terrifying to think that nothing that I've done ever would have happened, that my parents never would have had me and who knows what would have happened with them, and that there would be one less family member for the rest of my family.

That's true but that's a very different context than "I died before I was born, aka my family as I know it doesn't exist." You are experiencing the terror of your family as it exists now losing a part of it. (And I realize, this is a slight flaw with my analogy. My apologies.)

But if you had been aborted/died before you were born, especially if it was in the early months, you never would have been a part of your family, and so you as a person a) wouldn't have existed and b) therefore wouldn't have existed for your family to miss and/or mourn.

I think it might be terrifying to think about in the same abstract way that dying is terrifying to think about, but then again I'm not convinced you would have been truly 'alive' and imbued with consciousness at the time of the abortion (again, depends on the timeframe) so there would have been no 'you' that existed at all, which means that maybe on very fuzzy theoretical levels your consciousness could have then developed in some other being, so your chance on earth wouldn't have been annihilated at all.

This is a very fuzzy, Buddhist/reincarnation/don't-believe-in-souls/pro-choice argument here and I realize it recognizes only my personal viewpoints and may not make sense because frnakly I'm mixing theologies here, but that's why I was thinking maybe being aborted before achieving consciousness isn't that terrifying at all.