Are there any substance that are more dangerous at low dose than at higher dose?
Yes. Taking antibiotics (and by extension antivirals and antineoplastics) at low doses is dangerous, as this creates an evolutionary pressure to evolve antibiotic resistance (or rather, incorporate through horizontal gene transfer). This is dangerous because an infection resulting from these bacteria will then be harder to treat.

In the paper "Experimental evolution of resistance to an antimicrobial peptide", Perron et al. gave E. coli the chance to evolve resistance against a novel antibiotic. When given a high dose initially, most bacteria died. When exposed to low doses, the bacteria evolved resistance in 600 to 700 generations. 

For the same reason it is strongly advised to finish a course of antibiotics even after symptoms fade.