Nanotech seems to be smaller risk than AI or biotech, but it advanced form has many ways of omnicide. Nanotech will be probably created after strong biotech, but short before strong AI (or by AI), so the period of vulnerability is rather short. Anyway nanotech has different stages it its future development, mostly dependent on its level of miniaturisation and ability to replicate. To control it in the future will be build some kind of protection shield which may have its own failure modes.
The main reading about the risk is Freitas's article "Some limits to global ecophagy by biovorous nanoreplicators" and "Nanoshield".
Some integration between bio and nanotech has already started in the form of DNA-origami. So may be first nanobots will be bionanobots, like upgraded version of E.coli.
Pdf is here: http://immortality-roadmap.com/nanorisk.pdf
1) I think that bionano field of combining living cells and DNA-origami would solve all this problems.
3) Grey goo is mostly obsolete risk, but nanoweapons still real. Something that gets from bio the ability to replicate in environment and from nano the ability to execute right program in right pace.