Can I safely assume that sending from one to other are safe, just that the fees are different?
the ONLY problem that you will ever face involving SegWit is when you are going to receive a payment from someone else (like withdrawing from an exchange) and that other person doesn't want to pay to a native SegWit address (address starting with bc1). otherwise there is no difference and there is no safety or lack of it when using any of the different formats.
and you won't even face the problem when you are the payer (eg. making a deposit to an exchange) you can use bc1 addresses in this case without a problem!
Are there any exchanges, that matter, left that doesn't support Segwit? Plus why would a person NOT start using nested-Segwit?
Although there some "persons" in the community who refuse to use it for "political" reasons.