I'd recommend you do your research on the car on forums/reddit, and hopefully there is enough history you know what you're getting.
In my case, I have a BMW M5 touring with a stage 2 tune. The same motor with same internals is used in other BMW applications with 150+ more HP... It's simply detuned in the hybrid setup my car has, so there is limited risk to adding the 150HP from the tune. I know from the non-hybrid variants that my motor is good for another 300HP before issues crop up.
Obviously this is a case by case analysis, but research and forum user experience how I have decided on tuning (and what stage/boost level) to go with in all my previous tuned cars, and I've never had an issue. I would caution against being a first mover on a non-OEM tune, but once there's a good user history built up, you usually know what you're getting, and what failures/warning signs to watch out for.
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