So I can only think of some nontrivial mistakes: the Theorem 1 is correct, but it doesn't prove what you assume in your head T1 is saying, so that you may build some valid but tautological claims. I don't know if that's a huge concern, but in any case it could happen without proof verifiers anyway.
Disclaimer: I'm not actually a mathematician and I haven't tried coq yet (although I most certainly will! seems very interesting).
It's a different proof assistant that can convert Coq's (and other P.A.) proofs into its own language and check them. It's not a guarantee of course, both Coq and Dedukti could have a similar bug. But it certainly helps having independent implementations being able to check the same proofs.
In any case it's just a matter of reliability in the traditional sense: we're going to end with a small set of statements that will have to be verified by humans upon which we can rest everything else. Those statements will need enough people looking at them to get a level of certainty we're comfortable with.
I believe the risk of a major flaw going unnoticed is astronomically low, and the good thing is this certainty propagates all the way to modern proofs if we take care to go through formal verification.
[1] http://www.lix.polytechnique.fr/~barras/publi/coqincoq.pdf
Haskell isn't really "based on" category theory. There are just a lot of type-classes that implement category-theoretic machinery for quantifying over types and what you can do with the resulting data in a neat way.
>Second, about proof-by-Coq: If there's ever a bug in Coq, they're going to have to re-run all the proofs that have been done this way, and see which (if any) of them are actually invalid. (It still may be better than proof by convincing humans, though...)
It's been done before, when, IIRC, a VM bug appeared in Coq that allowed certain ill-formed programs to prove False.