Nitrates can of course be an oxidizing agent, so you'd like to keep them away from being e.g. carbothermically or aluminothermically reduced.
I know the lithium salt was of interest as a more thermally stable battery electrolyte (relative to LiPF6), although interest eventually shifted to lithium difluorooxalatoborate (two fluorines and one oxalate attached to boron tetrahedrally) which is still stable enough for batteries but not as stable as LiBOB. LiBOB is reported to decompose at about 290 C ( http://ma.ecsdl.org/content/MA2010-02/9/597.full.pdf ),
so I would expect the heavier analogs to go somewhat higher, but I've never heard of these salts being considered in the case of thermal storage. I do not know the thermal limit of trisoxalatophosphate salts, only that they look like oxalatoborates and share with nitrates the property of being "non-coordinating".
It's my understanding that nitrates are potentially explosive, but I haven't heard of any other anions being used except for fluoride (which has its own corrosion/toxicity issues).