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 Good, you should hesitate about the security of everything. But you should also worry about custodians rugging you. It's always tradeoffs. 

That being said, don't put your life savings on your node. Just put an amount you're comfortable with (and that really depends on you), just like you would put a maximum amount of cash in your pocket wallet. 
 Sure. Lightning is for my "pocket money". Savings onchain.
My own lightning node would be for accepting payments in my shop, and maybe for family and friends (could be a second one because of security though)
I can't find a comprehensive guide that explains exactly every step needed to setup an own node with an own BTCPayServer and the opening of channels. 
As far as I understand I should have no problems with closed channels, because of mostly inbound liquidity right? So many questions still not clear to me.
And then it is still: Trust in the codebase of many different coders and that I can run it safely.
There are always tradeoffs of course.
As I don't have much worth on lightning I stick to custodians for now.