What is the risk of suffering decompression illness or accident during the course?

Zero. Decompression illness (or the bends), affects scuba divers that do not adequately decompress following prolonged exposure to increased pressure. With a tank you can, of course, remain in deep water for longer period of time. A rapid ascent under these conditions can cause harm. Apnea divers do not stay for a very long time at depth. DCS can only effect freedivers in extreme depths and extreme diving times that are well beyond what we enjoy.