> going off the end of the vector with an iterator,
The point of an iterator is to make it hard to do that. You can, but it is easy to not do that.
> modifying the vector while iterating it
Annoying, but in practice I've not found it hard to avoid.
> adding to the vector from two different threads or reading from one thread while another is modifying it
Rust doesn't help here - they stop you from doing this, but if threads are your answer rust will just say no (or force you into unsafe). Threads are hard, generally it is best to avoid this in the first place, but in the places where you need to modify data from threads Rust won't help.
> rust will just say no
This is just not accurate, you can use atomic data types, Mutex<> or RwLock<> to ensure thread-safe access. (Or write your own concurrent data structures, and mark them safe for access from a different thread.) C++ has equivalent solutions but doesn't check that you're doing the right thing.