Send the coins in a proper way that it doesn't jeopardize your privacy.
For example if you are receiving donations in address A which is a public address, and you have a business that has address B which is also public, you don't wan to send A+B in a row because people would know you are taking donations somewhere. This is an annoying aspect of Bitcoin, you must have control of these things, I wish I could simply "click send" and be done with it, but it is what it is.
If you don't care about that, just send it all in a row in a single transaction.
And no, there shouldn't be really any "risk" into submerging all your bitcoin in one transaction, to one adress.
The risk is your privacy. If you own a total of 0.1BTC, I wouldn't worry about it, and add it all together into 1 address, to safe on fees in the future.But if you're holding a large amount of money, you should keep different addresses and smaller portions to pay for stuff. You don't want your local coffee shop owner to know you hold $100M in Bitcoins.
To safe on fees now: if you're not in a hurry you can set quite a low fee, and just wait for it to confirm someday. Or check this fee estimator and make the transaction when it says 40 sat/byte again (probably on a quiet Sunday).
Well, if you have $100M in a single address and you wanted to pay for something without directly sending from such an huge address, I guess you can create a new receiving address, send a decent amount like $1000 bucks to yourself on there, and use that address from now on to pay for stuff, this way they couldn't prove you own $100M, just $1000.
