Your questions are still too generic, BIOS/EFI/UEFI and their 'recovery' all depends upon who's the OEM. The 'Dual' BIOS/EFI/UEFI recovery is as I stated. However, when it comes to other 'recovery' options then it's too broad {generic} of a question. For example ASUS uses USB BIOS Flashback {media based + button} or BIOS Flashback {2 copies of different BIOS/EFI/UEFI versions}. Gigabyte Xpress BIOS Rescue and Xpress Recovery2.
Therefore, do ALL MOBO have a BIOS/EFI/UEFI recovery scheme -- well all the good ones that I've used so far. MSI, Gigabyte, ASUS, ASRock have their own methods of recovery. Is there any 'risk' for flashing ANY BIOS/EFI/UEFI sure -- there's no absolutes and if the MOBO had a 'problem' then no flashing is can fix component problems.
"Are ther any methods of fail-safe incase of a bad UEFI firmware flash on any motherboard..." - Yes, as stated "MSI, Gigabyte, ASUS, ASRock have their own methods of recovery." "if a UEFI flash does go bad (like a power outage during a flash) will that kill the board?" -- use one of the recovery methods for MSI, Gigabyte, ASUS, ASRock, etc. But there's NO ABSOLUTE GUARANTEES in Recovery. Further, I don't 'feel' any safer from a botched flash on EFI/UEFI or on the older BIOS.
I can say this, it very difficult to 'Brick' a MOBO 'today' flashing. When I flash ALL of my PC's, Workstations, or Servers are on UPS so I eliminate not only eliminate the flashing 'power loss' possibility but most importantly component damage and data loss.
Since all good MOBO's have some form of recovery I'd choose a good-quality MOBO that fits your needs and budget.
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A good analogy to your question - 'How Safe are Airbags?' - Ans depends upon: 1. How many AB's, 2. Locations of AB's, 3. Construction of the car, 4, Point of impact, 5. Velocity of impact, 6. What's hitting you... Try answering that Generically. I have an S-Class with 11 AB's but if a 18-Wheeler Semi loaded up with 80,000# broadsides me going 80MPH -- then I'm a smear on the pavement.