Too long for a comment, but it's an incomplete answer.
The gravity waves detected were from a stellar mass binary black hole merger, sometimes abbreviated bbh for binary black hole.
The two black holes are thought to be about 36 and 29 solar masses with a final combined mass of about 62. So, roughly 5% of the black hole mass turned into into gravitational wave energy. Source.
and from Wikipedia article (which can be taken with a grain of salt)
As the orbiting black holes give off these waves, the orbit decays,
and the orbital period decreases. This stage is called binary black
hole inspiral. The black holes will merge once they are close enough.
Once merged, the single hole settles down to a stable form, via a
stage called ringdown, where any distortion in the shape is dissipated
as more gravitational waves.3 In the final fraction of a second the
black holes can reach extremely high velocity, and the gravitational
wave amplitude reaches its peak.
The existence of stellar-mass binary black holes (and gravitational
waves themselves) were finally confirmed when LIGO detected GW150914
(detected September 2015, announced February 2016), a distinctive
gravitational wave signature of two merging stellar-mass black holes
of around 30 solar masses each, occurring about 1.3 billion light
years away. In its final moments of spiraling inward and merging,
GW150914 released around 3 solar masses as gravitational energy,
peaking at a rate of 3.6×1049 watts — more than the combined power of
all light radiated by all the stars in the observable universe put
together.3 Supermassive binary black hole candidates have been
found but as yet, not categorically proven
Supermassive bbh are thought to have been observed, see here and we may see one in our lifetime, not sure how often they happen. But beyond that, I have no way of knowing how much more energetic a supermassive BBH merger would be other than to say, I would think, a whole lot, as it would have to scale upwards by some formula.
With the case of Andromeda and the Milky Way, we're talking Andromeda's 100 million solar mass black hole and the Milky way's 4-6 million solar masses. Maybe someone here can estimate, but if the energy output is even 5%-10% of the smaller of the two, that's still a few hundred thousand solar masses of energy, an absolutely crazy energy output. Even if it's far smaller than a few hundred thousand solar masses, it's still enormous energy.
I'm also not sure if it's a dangerous form of energy output as it basically squashes things back and forth maybe a couple times before returning them to normal. I have no idea what the safe distance is from that kind of merger and gravity wave creation. Interesting question though. Fun to think about.