Gee it is such a fine line isn't it? We've had issues about people stealing babies/kids thanks to the movie Tangled. We talked about being safe with Mum/Dad and carers - so when at childcare and other designated people.
Try to keep it simple and ask him what he is worried about rather than trying to pre-empt his issues as you may be overthinking it. I'd also make a point of saying that you are able to answer any questions he may have at any time, ITMS?