"A few thousand refugees is no problem. Most of the land is empty, especially the temperate regions. Dryad Groves can also hold a lot more people than they do, though you'd have to take it up with them - most of them follow Diamondeye to some extent but I don't have any actual authority over them.
"Safety and dangers... I don't have anything to compare it with. People aren't afraid to leave their homes, and it's safer than its ever been in the 2000 years I've been alive. The surface at least doesn't have any wars, though I don't know much about the merfolk. There are tornadoes, earthquakes, hurricanes, and so on in certain places. Back before the planet was as empty as it was, people still lived there and just built strong enough to weather them or rebuilt a few houses now and then.
"The biggest disasters in our history was 400 years ago. There used to be a magic called wizardry, which gave the users a small amount of mana constantly over time, then let them do near-arbitrary things with it. A group figured out an exploit that let them have as much mana as they wanted, and they tried a ritual to kill a particular subgroup of humans who had pale hair instead of dark. Instead, the magic misfired and killed all human women. Humanity survives through throwbacks from half-human hybrids, but we're very much the minority compared to the other three species now. Wizardry itself was destroyed, as were several other magic systems, and possibly a number of the gods."