The gladiator quest has an even higher chance of quicksand and ambushes. I would even say that at least one ambush (I'm counting monsters and bandits together, although I think monsters are more dangerous) is almost inevitable. The situation with quicksand is a little better. You need to go in as prepared as possible, but we've already agreed on that.
The quest involving the return has the lowest chance of quicksand, especially if you don't go the whole route. It's not much lower than the scorpion quest, though, if you go all the way (still over 50%). But the chance of an ambush is low. A diplomatic route is also potentially possible, as Alaria now knows the local language. In fact, without diplomacy or using rope, I don't think we can complete the quest successfully. This is probably one of the reasons why the reward is better than the scorpion quest, even though it's completed faster. I would also ask about Nanaya.
Of all the options, I would probably go for the scorpions. It will be like a test drive. If we can't handle it, then there's no point in trying the others.
Added 1 minute ago
Oh yes, Revan also added Chikan and Chijjo to the list of characters, which only confirms the assumptions about the diplomatic route. x)