From experience at my school, the jump between SG maths and Higher was very noticeable - many of those who passed well at SG struggled. I was good at maths so I didn't mind the sudden increase in difficulty, I enjoyed it actually. Provided you're good at maths, which you appear to be, if you're expecting an A, you should do just fine.
Higher English is much more testing than SG, you have to be much more sophisticated in essay writing, and quick at writing them too. The close reading is also a heck of a lot harder, no more 'which word means the same as this' etc.
SG physics is extremely useful for Higher - the electricity topic appears again at Higher, using the same calculations, but is much more in-depth obviously. I'd say this subject has the smallest jump of those you are taking.
I never studied chemistry, so I can't help you there...
History at Higher puts a lot more emphasis on arguing in your essays to reach a conclusion (e.g. the most important factor for the introduction of the Liberal reforms) using background knowledge as evidence to support your argument. If you don't argue, you don't pass... Essays must be a lot longer too; around 4-5 sides, unlike those 8-mark 'essays' you had to write at SG where you got a mark a sentence.
However, I noticed little difference in difficulty for source questions from SG to Higher.
Is that because of that new Curriculum for Excellence thing? If so, thank God I finished sixth year this year...
But doing them over two years will give you a lot more time to go over topics in depth, as some subjects (at my school anyway) struggle to finish in time over one year. But two years of Higher English? That's my idea of hell...