Google's advanced security is a good example of an actual implementation of fido2 where they've had to deal with real world threats and device usage. They require multiple fido2 devices (for dealing with the lost/damaged problems).

Compromise of FIDO2 devices is particularly interesting though. Specialized hardware like a yubikey rather than software based fido2 might help here, but that still leaves theft as a wide open vector. If theft is a risk for your use case, https://www.yubico.com/blog/getting-a-biometric-security-key... could be an interesting solution or using secure hardware on your phone behind a lockscreen. Also having a password (in addition to webauthn) might be good enough for you to slow down an attacker enough for you to disable your compromised device (using another fido2 device to authenticate).