The ESS 5 MW linac will be the world’s most powerful accelerator, enabling with its $10^{16}$ 2 GeV protons per second the production of the world’s most intense flux, not only of neutrons, but also of neutrinos and muons. This opens unique opportunities for High Intensity Frontier fundamental physics. The EU supported Design Study of an ESS neutrino Super Beam (ESS$\nu$SB) for long baseline neutrino oscillation measurements, based on an upgrade of the ESS facility, has been under way since 2018 with the participation of physicists from fifteen European institutions. In this study is designed the upgrade of the facility in order to increase the linac power to 10 MW by the provision of extra H$^{-}$ pulses between the proton linac pulses and provide a ca 400 m circumference accumulator ring to compress the 3 ms long linac pulses to 1.3 $\mu$s, a set of four high-power neutrino targets with focusing horns and a kiloton near and a megaton far water Cherenkov neutrino detector, the latter at a location of 360 km, alternatively 540 km, from ESS, both of which are near the location of the second neutrino oscillation maximum. The time of the publication of the ESSnuSB Design Study report is approaching and highlights among achieved design results are presented. Recently a study of the use of the intense muon flux produced concurrently with neutrinos has been started, aiming at a design of, in the first stage, a nuSTORM low-energy facility and a Proton Complex for production of 2 ns $10^{15}$ proton bunches for a future Muon Collider. The plan for this High Intensity Frontier Initiative (HIFI) design work is presented.