How do software engineers identify and act on their ethical concerns? Past work examines how software practitioners navigate specific ethical principles such as "fairness", but this narrows the scope of concerns to implementing pre-specified principles. In contrast, we report self-identified ethical concerns of 115 survey respondents and 21 interviewees across five continents and in non-profit, contractor, and non-tech firms. We enumerate their concerns - military, privacy, advertising, surveillance, and the scope of their concerns from simple bugs to questioning their industry's entire existence. We illustrate howattempts to resolve concerns are limited by factors such as personal precarity and organizational incentives. We discuss how even relatively powerful software engineers often lacked the power to resolve their ethical concerns. Our results suggest that ethics interventions must expand from helping practitioners merely identify issues to instead helping them build their (collective) power to resolve them, and that tech ethics discussions may consider broadening beyond foci on AI or Big Tech.