this is generally true however if an adversary is able to control a source it becomes dangerous if they can preview the results or inspect the other sources.
Yes. I don't find this a particularly interesting scenario, though. Sure, we can come up with stuxnet-like airgap attacks where we on-device, but not remotely, can read entropy sources. AND we can modify the output of RDRAND. And there keys have been generated for data we can later intercept. But despite that control (potentially on a CPU microcode level) we are unable to stegonographically leak it?
Sure. Possible. Has it ever happened?
if your algorithm controls a source of entropy and can inspect the other sources, it can craft its source to bias the result. a fanciful attack but it means you should at least discriminate what you put into the pool.
> it becomes dangerous if they can preview the results or inspect the other sources
while you cannot take control over the hash output you can bias it because you have multiple tries. that's how bitcoin mining works too...
for cryptographic applications any bias can be engineered to be fatal in one way or another.