Gamestop, Robin Hood, operational risks and the "outlier" most risk managers never look at

Everybody knows (should know) it takes a few days before a stock settles. When trading goes crazy in several of the "hot" names, you realize there is a lot of money that needs to change hands, and given the settlement procedures there are some risks out there most never think of. Only the risk managers that have been in the game for long will have these procedures in place.

So say you work as a trader at a smaller investment bank, trading the prop book. Say you for some reason use two different online brokers to execute an equal amount of buys and sells in the same stock during one day. As an example you buy one million GME shares with one broker and you sell one million GME shares with another broker. We can assume you are just day trading, but use two different online brokers.