Letting the northern African nations provide the security is just plain folly, and also makes Europe completely dependent on these economically backwards and frequently hostile nations.
[1] In the sense that nobody is willing to buy it so it has no price.
You really think that's a viable way to maintain the electric power supply for all of Europe? "What could possibly go wrong?!"
Forget the solar farm, easiest is to cut power lines. (explosives?)
Given how stable that has been it seems unlikely that a small African country, who will be getting a big chunk of cash from Europe, would do anything stupid.
(Better still to generate locally, but not every country has the land available to do so).
https://en.wikipedia.org/wiki/Russia_in_the_European_energy_...
The economist had a reasonable article, though light on technical detail: http://www.economist.com/news/science-and-technology/2171432...
High voltage DC transmission works fine for this problem. All of the engineering challenges have been credibly worked out and priced (https://en.wikipedia.org/wiki/Desertec). The main problems with this approach are political, in that it requires massive cooperation between many countries over very long time scales (decades).
Why is there a security risk with putting solar in the desert? It seems like a relatively easy to secure location, and solar cells are hardly high value-density targets for theft or vandalism.