how are the actors going to keep from scaring the ladies when pyramus kills himself or when the lion roars ?

Bottom wants to put in a disclaimer before they perform the scene. He wants the ladies to know that nobody will actually injured during the scene,

"Not a whit. I have a device to make all well. Write me a prologue, and let the prologue seem to say we will do no harm with our swords, and that Pyramus is not killed indeed. And for the more better assurance, tell them that I, Pyramus, am not Pyramus, but Bottom the weaver. This will put them out of fear."

As for the lion, Bottoms plan is to have Snug show his face before hand and say that he is in fact not a lion,

"No, I am no such thing. I am a man as other men are. And there indeed let him name his name, and tell them plainly he is Snug the joiner."