I've used FWH with a lot of higher alphas hops: Columbus, Chinook, Centennial, Magnum, Horizon, Northdown and some others and have never had a problem. BUT, I use more dual use hops for FWH. I tend to choose bittering hops that I like the aroma of and that's worked great for me thus far.
Never used it with Target, Nugget, Galena, Eroica, Cluster etc etc.
Only used it once with Magnum though and it was only a small amount, like 4 grams just to get the IBUs up. So I can't say that I have a lot of experience using it with Magnum. But I have used it a LOT with those other ones I have used. Been using FWH for the last 60 batches and used it for maybe 90% of those batches.
Anyway, so my advice would be just that: Use hops that you like the aroma of regardless of their Alpha Acid. If it's a hop that you strictly want the bittering from and don't want flavor/aroma from that hop, then use it as a regular bittering addition instead. Evaluate the hop. For me personally, would I add Columbus as a late addition? Yes, and I have dozens of times. Then by all means, I'd use it as FWH. Cluster? No, I would never add it as a late addition, so when I did use it for bittering, I didn't use FWH, just traditional bittering. Which was fine.
People like different hops and one man's most hated hop might be your most beloved for its flavor and aroma. So it's hard to set hard and fast rules. But you're using FWH to add aroma and flavor not just to eke out the most IBUs. So adding a potentially harsh bittering hop that's known for not having the best flavor as FWH doesn't make logical sense.
My two cents.