For example, universe polymorphism and vm_compute have had soundness issues in the past, and newer features like native compute, primitive projections, and probably a number of options you can set are all candidates for undiscovered soundness issues (I think there was actually a soundness bug in primitive projections at one point). The termination checker is also complicated, so you might worry about the set of types used for recursion.
FWIW, a list of past critical bugs is maintained here: https://github.com/coq/coq/blob/master/dev/doc/critical-bugs
There were indeed two critical bugs with primitive projections that were found quickly after the feature was introduced.
OTOH, the currently known critical bug https://github.com/coq/coq/issues/9294 has to do with template polymorphism, a feature that has been there for a long time but that was never well understood and that is likely to go away soon in favor of a restricted from of full universe polymorphism, which is apparently better understood. Other features that are less well understood and may still contain critical bugs even if they have been there for a long time include advanced uses of the guard condition indeed, and the module system (when doing weird things with functors).