The most common and most likely answer to this crossword clue is the 5 plus 4 letter word DEATH TRAP
I've seen this crossword clue in The Guardian
D
E
A
T
H
T
R
A
P
More clues leading to the result DEATH TRAP
Buddy explains!

The straight part
We know that "a highly dangerous place to be" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case a highly dangerous place to be = death trap.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.