Transition from employment to B2B - what can go wrong?

In various industries, there is a promotion of a change in employment from a fixed-term contract to so-called self-employment.

The main advantages are savings for both the employer and the employee.

But... it is good when everything is good.

Did any of you have any difficulties or problems while being self-employed?

What negative things can happen with self-employment that either won't happen with a contract or will have lesser consequences?

P.S.

I would make this a paid question, but unfortunately it is currently disabled...