I don't usually feel dread as such - possibly because my comic hasn't gotten very dark (yet; it still might!) - but I do feel a bit weird knowing more about the story than my readers do, yeah. Sometimes, it's gleeful - I know something yooou dooooon't! - and makes me giggle, and sometimes it makes me a bit frustrated. Like, sometimes readers ask questions, and I want to answer them, but the only answer is a spoiler.
I haven't had a reader get upset, but I have had people figure out what's coming. Sometimes it's because they're supposed to - I'm dropping hints - and sometimes they manage to freely speculate their way to the right answer.
... I don't think I've had any moments of people missing something completely, unless you count the people who blank out when reading pronouns and have spent 4 chapters thinking the semi-mute little girl in Grassblades is, in fact, a boy - even though she is referred to as she/her, and has a feminine name.