I maintain the DNS plugin for Vultr and I can say that it’s “safe”, but if you’re worried you should check their source code.
I believe it’s easier to have a vulnerability in the external provider’s API (for example, caddy-dns/vultr uses govultr) than Caddy. But I wouldn’t take things for granted if I was skeptical about these plugins.
Yes, it made people realize we don’t need Secure Boot and it’s just a pit of vulnerabilities.