Abrupt shifts between alternative regimes occur in complex systems, from cell regulation to brain functions to ecosystems. Several model-free early warning signals (EWS) have been proposed to detect impending transitions, but failure or poor performance in some systems have called for better investigation of their generic applicability. Notably, there are still ongoing debates whether such signals can be successfully extracted from data in particular from biological experiments. In this work, we systematically investigate properties and performance of dynamical EWS in different deteriorating conditions, and we propose an optimized combination to trigger warnings as early as possible, eventually verified on experimental data from microbiological populations. Our results explain discrepancies observed in the literature between warning signs extracted from simulated models and from real data, provide guidance for EWS selection based on desired systems and suggest an optimized composite indicator to alert for impending critical transitions using distribution data.