One thing I've thought about a fair bit (in the shower) is the need for oracles. As more "trading" volume moved off of exchanges, price oracles based on them become less and less accurate. Non-exchange oracles seem far too gameable with wash trading, although that obviously exists today anyway.
This becomes doubly hard with off chain DLC trades since you can't really prove they happened, and even if you could, you can't prove the parties didn't immediately reverse the trade and suppress the proof of that reversal trade.
On the other hand, I suppose all of this would be "nice problems to have". If we get to such a world, we've already halfway won.