I do plan to add an external antenna. With RF anything is possible, but in theory I don't think that should increase the risk, and if the Pi needs to use less power or do fewer retransmissions, that may help prevent overheating in relative terms.
Well I know that this is simplifying things, but I currently get < 300KBytes/s speed with 3G mobile broadband (poor reception, I do hope to increase that with 4G and the better antenna, but I do alright with it). USB2 can in theory manage 60MBytes/s, so if you have 300KBytes going in to the Pi from the modem (granted there will be some extra handshaking data going to/from the modem as well, but presumably not that much), then there's a lot of bandwidth still there for getting the data to the WiFi interface.
Using OpenWRT (which I am already) at least means that if something breaks after an update, there should be clear instructions on how to get it working as a router again. On the update side of things the Pi is a big advantage as well, because currently updating the OpenWRT firmware requires wiring up the serial port via a level converter, remembering how to start/configure the tftp server software (my traditional stumbling point) while the router is connected to a PC via an ethernet cable (NOT a broken one - kept me confused for quite a while last time), then hoping that it doesn't get interrupted mid-way and brick the thing (which is why I especially like having the spare (actually spares)).
For the Pi I can just write an SD card image, and keep an old card with the previous install in case it doesn't work. Heaven!
Granted there may be easier processes with some other routers (though the ones that I found when choosing last time were mostly harder).
That said, using OpenWRT means that configuring my HTTP - HTTPS proxy will be a lot harder. Still much easier than trying to keep all of my preferred software and hardware compatible with HTTPS though.