どんな危険 - what danger
どんな危険も - any danger
Is this a grammar point, this is the sentence that confused me:
ここはどんな危険もないよ = There is no danger here
も is after the noun of 危険 , is the も still linking with the どんな?
I think you are comparing the wrong things. As you pointed out, どんな危険 is indeed a question. But どんな危険も no longer has anything to do with a question.
Explaining the usage of も is really difficult as it carries a lot of nuance. The basic explanation (that you will find in most textbooks) is of course that も is used to list different things and group them together ( a parallel adder of sorts):
休みの時は、山も海も人でいっぱいだ。This creates a single category out of moutain and sea, then qualifies them as "full of people".
Using this explanation, we can offer a first interpretation of どんな危険も : どんな危険 is essentially a shorthand for ''any type of danger'' ( you could say 危険Aも危険Bも…危険Zもないよ, but that's absurd because you yourself do not know what dangers are out there, so you just leave it up to the imagination of the person you are talking to and use どんな instead). Given this, どんな危険もない creates a category with all dangers and says there are none.
Now, I mentionned も carries a more subtle meaning: it can be used to make your listener / reader imagine that there are other things without you explicitly stating them. This is one of the big differences with は。Consider the two following sentences:
Can you see the difference? (If you don't, I advise you to try with a Japanese girl. It will not disappoint!) Basically, も here implies that the following statement (かわいいね) applies * not only* to today, but * also* to every other day. On the other hand, は emphasizes 今日, essentially implying that the statement might not be true the other days... hence the effect I was talking above.
In that sense, if you were to say どんな危険はないよ, I would probably hear it as "there are no dangers but... (there might be something else)" -- which kinds of goes against the effect you were looking for (make me feel safe).
The are other usages to も、such as 簡単な仕事だったのに、500ドルも貰ったよ。, but I won't go over them here as they do not relate directly to your question.
Long story short: there is more to も than meets the eye :)
Are you sure that "ここはどんな危険もないよ" is a grammatically correct sentence?
Compare to "どんな", "ここはなんの危険もないよ" seems more natural.
'どんな noun でも' is a good phrase, means "even if the worst situation".
e.g. どんな人でもこれができる。 Everyone can do that.
e.g. どんな危険でも俺を阻むことができない。 There is no danger can stop me.