Swv. Cos cancelled today

Good evening everyone. I hope somebody can shed light and give me advice.

Im on a SWV. Arrived here in Uk January. My employer isnt really great. I have experieced bullying in workplace. Made me a little depressed. Despite that, i still carried on working. I dont mind the work but the stressful environment is taking a toll. Anyway, i was told my COS will be cancelled today. I believe, unless i receive my curtailment letter i can travel to NI to visit family. Somebody said i could get stopped by police due ro visa being cancelled. Is this true? Will this affect visa or new cos application?

Thank you so much for your response. I hope and pray to find a new employer soon.