It's not only Nuna car seats that are compatible, you can use any Maxi Cosi, Joie, Cybex, Britax, Besafe or Avionaut on the Nuna prams with the same adapters. It might be they only do the Nuna ones in a bundle (this is unusual, usually they try to upsell the expensive Cybex or Maxi Cosi ones!) but you ought to be able to buy just the pushchair with car seat adapters, and get your car seat separately if you prefer.
Secondly no, the Nuna car seat is not unsafe. The positioning of it is probably one of the more hit-or-miss ones, but it's OK if you're sticking to the time limits as recommended (30 mins up to 4 weeks, 2 hours thereafter). This is the time until a break from the seat is needed, which can just be a few minutes if necessary. With the tilt on your seats though, it might not be the best option so I'll go through some others.
IME the Maxi Cosi, Britax and Cybex seats have the nicest positioning from newborn, and special shout out to Avionaut as they are superb. (It's hard to find a good demo of this online - this isn't bad: https://www.tiktok.com/@winstanleyspramworld/video/7273062565905829153)
It's a very common feature for car seats to be usable with the seatbelt alone or with the base using the isofix. There are only a tiny minority of car seats which are base/isofix only.
If you're wanting to combine the pushchair compatability with weight, seatbelt fitting and newborn positioning I'd look at these models:
Avionaut Pixel Pro / Cosmo
Britax BabySafe Core / Babysafe 5Z
Cybex Cloud G
Maxi Cosi Pebble 360 / Cabriofix i-size
Personally I think the Britax and Maxi Cosi seats are the nicest/smoothest to seatbelt fit, but the Cybex is very popular and the Avionaut has such a nice position I couldn't leave it out.
The Britax Babysafe 5Z has the option to buy a base which will compensate for the angle in the back of your car, or you could choose any of these car seats without base in order to gain more control over the angle of fitting.
Cybex Cloud G can be reclined in the car if the angle is too steep (only on the base).
There's also Besafe Go Beyond which will be worth a look, but it's not been released yet. Due this spring apparently.
When choosing a car seat, ignore the possibility to use the next stage seat on the same base, as your car has sloped seats, this is usually not a good option anyway.
Nuna don't officially list any compatability with other brands, but they are the exact same adapters and particularly the Cybex and Maxi Cosi are sold together with Nuna prams all the time by various retailers. It's likely you'll find someone who has tried the exact combination that you want if you can find a car seat or pushchair group.