Ball milling to shove gas into nanoparticles seems counterintuitive, as ball milling is typically used to grind particles smaller.
I could imagine if we really had nanodust of BN+20H2 (or whatever) that it'd be (a) potentially very combustible (b) potentially dangerous to lungs when inhaled. (Presumably, at some temperature, hydrogen begins to be released, and if you then ignite that hydrogen, I could imagine a runaway reaction.)
I really want this or something similar to work.
Maybe the simpler thing to do is to develop a solar cell that produces methanol (or ethanol) directly from sunlight, CO2, and water, and then just have a methanol engine. Should be able to burn methanol and produce CO2/water exhaust only.