Is it true to say that Hellfire is better than this world, and are there prophetic hadiths indicating that whoever complains about small calamities will be punished with greater calamities?

There is no basis for the statement that this world is worse than Hellfire. Hellfire is a realm of torment, whereas this world is not condemned absolutely. Rather, it is a bridge to the Hereafter and a farm for good deeds. Some scholars have even preferred acts of obedience in this world over the delights of Paradise, citing Ibn Al-Qayyim's statement that this world is not condemned in itself, but rather it is the actions of the servant within it that are condemned. It is the foundation and farm of the Hereafter, and it is where the servant comes to know God, His love, and His remembrance. As for the second part of the question, it is likely that the questioner is referring to the Hadith narrated by Abu Hurairah from the Prophet, peace and blessings be upon him, which states that a sick Muslim who praises God is given glad tidings by two angels of blood better than his own and health better than his own, whereas one who complains about affliction is given tidings of blood worse than his own and affliction longer than his affliction. This Hadith has been judged to have a weak chain of narration.