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