The metaphorical “what if we killed Hitler before he became Hitler”
In studying history, we are restricted by practicality to study only such things that concretely happened. Surely this leads to something like survivorship bias, so we could be placing undue scientific emphasis on things which were unlikely given material conditions, yet occurred nonetheless.
Therefore some level of speculation is necessary I think, in order to learn from the things which went right due to the non-occurrence of events. Like the eternal dilemma of system admins, the proof of their usefulness is nothing happening, things not breaking, which in turn appears as proof that they were unnecessary in the first place.
Best I can come up with is the handful of averted nuclear deployments during the Cold War, but those are fairly well known.
The preparedness paradox is something we run into a lot these days, and is related to your question. When you avert a crisis people will inevitably point and say “See, nothing happened! You wasted all that time, money, and effort for nothing!” Our collective Covid response was an example, the vaccines and lockdowns were demonstrably effective in reducing deaths and yet millions who were merely personally inconvenienced insist it was all a waste of time.
As far as big “smoking gun” examples of narrowly averted disasters it will probably be hard to find many good examples, because as you said historians tend not to write about things that didn’t happen.
That being said, some of them absolutely love to speculate on alternate scenarios, and there is no lack of examples of crises or events that were not averted, but we can point directly at actions people took that prevented the situation from being even worse than it was.