Would developing your own Bitcoin Wallet be safer than using known ones like Electrum? It would obviously be much simpler, with no GUI, worse overall security but no one could get their hands on its source code. I have enough programming experience myself to make it but I'm wondering if it even makes sense to do so.
Thank for your help!
Absolutely not. Security by obscurity is the lowest form of security and results in compromise *very* quickly.
I'd point you to the wikipedia article on Kerckhoffs's principle (
https://en.wikipedia.org/wiki/Kerckhoffs%27s_principle)