Yes security issues will remain a problem no matter what language was used. You are talking about the possibility of a logic flaw being there, whereas rust 'just' prevents memory corruption.
Which is the more common security issue? Memory corruption by a mile. That's why many are excited by the rust rewrite
So you're right it isn't literally everything, but I'm not sure what would be. What would make you not fed up about it?
Not sure where you got that idea. https://github.com/dolphin-emu/dolphin/wiki/Building-for-Linux