Cyber security is a huge concern irregardless of if the grids are national or international.

IMO the novel challenges are:

(1) too many borders with too many opportunities for corruption

(2) Coronal mass ejections become an even bigger issue than already (impact goes from regional to global)

(3) Literally only China is making enough aluminium for this, and nobody's making enough copper or superconductor

Not just cyber threats. Just ask Estonia how much electricity they are currently importing from Finland.

We already have hundreds of millions of people on connected electricity grids. Loss of a few interconnections would not lead to catastrophic failure of the whole system.

Don't put your infrastructure on the internet.

Don't be a IYI, learn something: https://en.wikipedia.org/wiki/Northeast_blackout_of_2003