Paul builds this list like a man deliberately trying to leave nothing out. Death, life. Angels, principalities, powers. Things present, things to come. Height, depth. And then, in case the list has a gap, nor any other creature. He is closing every door he can think of.
What makes the list persuasive is that Paul is not writing from safety. Earlier in the chapter he quotes a psalm about being killed all the day long and accounted as sheep for the slaughter. He includes tribulation, distress, persecution, famine, nakedness, peril and sword in his own catalog of what Christians actually face. He is not claiming these will not happen. He is claiming they cannot achieve separation.
Notice what is not on the list: your own failure. That may be because Paul has already handled it — who shall lay any thing to the charge of God's elect? It is God that justifieth. The case has been settled by the judge himself. Nothing remains to be brought against you that has not already been answered.
The love is located precisely: the love of God, which is in Christ Jesus our Lord. It is not a general benevolence that might be withdrawn if you disappoint it. It is anchored in a person and secured by what he has already done.