The warnings exist for a reason. Though I'm sure plenty of people will show up to tell you not to worry and that it's safe.

You're safe in all three. I live in Mindanao, in Zamboanga del Norte. It's perfectly safe. Just don't act like a fool.

As a former private contractor in an area further south than Mindanao, we were told never to go further south than Davao City as a civilian. This was around 2010. The thing about the southern Philippines is that there are groups that have been resisting government rule for more than 400 years. For examples, look up the ‘Morrow International Liberation Front’ or the ‘Abu Saif’ groups. Those people are mainly what the State Department is warning you about.

I just spent a month in GenSan. I mostly walked on the busier streets, went to the mall and so on. There are foreigners there, just not as many as in other cities. I'd avoid walking around after dark, since that raises your chances of getting robbed.

Davao/Samal and Surigao del Norte are probably very safe because of all the tourists: Russians, Germans, Australians and so on. Many are long-term or permanent residents, and some are dual citizens by birth. These are among the safest areas in the Philippines.

Always be careful. CDO is fine. Davao is incredibly safe (I live here now). I'd avoid General Santos — probably okay, but a bit edgy. If you know Filipinos who truly have your best interests at heart, listen to them. They know! I can travel about 30–50% of Mindanao right now. But if you feel uncomfortable, trust your instincts.