(さいがい) A TV news-worthy disaster:tornado, tsunami, earthquake.
(わざわい) A personal misfortune:house burned down, father had a stroke.
(さいなん) This means disaster in the sense of ‘How was your trip to Tahiti?’ ‘Oh my god, it was a total disaster!!! First we missed the plane, then I got an infection, then on top of all that our hotel was run by zombies!’ 災難  carries the sense of a bunch of random unconnected misfortunes. It never rains, but it pours, kind of thing.