On this moment my greatest fear are the exchanges. Every time again the BS comes from them. What I don't understand is why they can't or won't make their security up to the level where it should be.
I agree 100%. The exchanges become part of your network, and your only as strong as your weakest link.
I don't know if its possible to have some sort of agreement with them on a standard for how much they need to keep in cold storage all the time, but there should be some guidelines.
Securing these links should be the biggest concern. Anyone ever tried to get Naut on BTCe? A lot of people have bad things to say about them, but I have used all exchanges and they are the most secure.
Could an alert system could work? A spike in coins created would imply one of the exchanges is staking coins for example. Running algos on multiple exchanges might spread things out too and some might appreciate the volume.