8 weeks 5 days pregnant, very painful dental abscess, what shall I do and what are the risks to my baby? Are there any treatments with zero risk?

Risk. I do not know of any interventive treatment with no risks. In your situation obviously if you had treatment prior to conception that would have been ideal. I would suggest consulting with an endodontist for treatment but present to your obstetrician for a letter of clearance for treatment. Ideally interventive treatment is preferred after the first trimester and before the third trimester.
See a dentist. The stress and infection of the abscess may be worse then having it treated. A dentist should be able to help you with a minimal amount of risk.
Get dental care. The risk to the baby is to not get rid of the infection. Have the tooth treated.