How to highlight "risky" action by its icon, and make it stand out from other icons?
From the icon look and its position/relation to other icons in a row, I want to give the impression that the action is risky.
I added a little line that visually separates the icon from the rest (reversible, low-impact actions). Icons have tooltips. When clicked, a modal window appears, so the user still has time to cancel their decision. But I want to give a more "please think twice before clicking" flavor to it or make it stand out from the rest.
I would start by giving it another color. Red is usually associated with danger (example from Bootstrap).
More important is using a confirmation popup, which you already seem to do. Or use a 'soft deletion', which the user can undo later.