Even in the worst case of a short circuit (lets take the 5A from the PSU) , the first thing that would give would be the electronics. Most drivers cant handle more than 2,5A and would die soon after the short circuit. Also a short circuit would draw much more current (lets say 0,2 Ohm till the connector that makes an Ik of 120A) and the PSU would pull down the voltage and would most likely stop the controller.
A fire Hazard from the connectors to the modules or the cables is extremely low. The cables look like 0,25² which can hold up a load up to 4,5A (see DIN VDE 0298 Part 4) continuously. (cable temp would be then about 60°C)