On a progressive loader where the primer is seated as the handle is raised.......brought up......then pushed forward to seat the primer..........it seems to me a safety feature might be to design in a "click" or "reset" where the handle cannot be lowered again until you do. The press cycle would require you to push the handle forward to seat the primer to get it to release or "click" so you can do another. Otherwise, what happens if you don't push it forward to seat the primer?
If you don't seat a primer and the case goes around to get powder and a bullet, you have created a powder shaker or "pepper shaker", of no danger to anyone, except perhaps for bits of spilled powder. I've seen a couple in commercial ammo, FWIW.
As for the unused primer, on a Hornady LNL AP, it remains in the shuttle, which keeps a new one from dropping and keeps it oriented anvil up, assuming the user loaded it in the feed tube that way.
As to horror stories, I have a small one. I was talking to someone at a reloading supply table at a gun show and I happened to ask what scale he used. He said you don't need scales, just fill the case because they're made that way. I memorized his face in case of ever having him sit down on a bench next to me.
As far as teaching a class, I'd personally shy away from it without some sort of bona fides, like the NRA reloading instructor certification, just for liability reasons, though even then...
And those rounds the OP found, holy crow!