I'm a developer on the OpenBazaar project which is a p2p Bitcoin market. Because DNMs are the most popular Bitcoin marketplaces I keep up with them and their features and trends. They're great sources for discovering security concerns.
Can you give an example of some of the security concerns you have discovered? Do you keep a formal list of threat vectors? I would have thought they are pretty much the same as regular web apps.
PS. OpenBazaar seems to have received $3M funding. Interesting about change for a project started by Amir Taaki given his very anarchist professions.
PPS. Desktop client seems a bad thing to develop first (in the true tradition of Bitcoin!). Perhaps you guys could have stuck with network client daemon + API for starters. Anyway, good luck.