The only safe place to flee from God’s wrath is to run to His mercy and take refuge in Christ by faith.
Herman Bavinck, The Doctrine of God:
“When you wish to do something evil, you retire from the public into your house where no enemy may see you; from those places of your house which are open and visible to the eyes of men you remove yourself into your room; even in your room you fear some witness from another quarter; you retire into your heart, there you meditate: he [your conscience] is more inward than your heart. Wherever, therefore, you shall have fled, there he is. From yourself, whither will you flee? Will you not follow yourself wherever you shall flee? But since there is One more inward than even yourself, there is no place where you may flee from God angry but to God reconciled. There is no place at all whither you may flee. Will you flee from him? Flee unto him.”
God’s wrath for sinners is a terrifying thing, and is intended to drive us toward Christ as our Mediator and Substitute. He is our propitiation–the One who absorbs God’s wrath for us and mediates God’s mercy to us. Let us take refuge in Christ…
 Herman Bavinck, The Doctrine of God, translated by William Hendriksen (Edinburgh: Banner of Truth, 1977), 164.