I'm a Catholic (with experience of the baptism of the holy spirit) and would be interested in learning some basics of a martial art for self defense.
I'm concerned with the ki/chi techniques though in the 'soft' arts.

What is your opinion on these (techniques), are they risky things to practice?

I've had experience over the years with Qigong, Tai Chi and Xing Yi, and these seem more likely to strongly stimulate kundalini, although Tai Chi much less so (if practiced gently). As for martial arts applications, it seems to take many years, or decades, to become proficient beyond their gentle medical applications. The harder styles, such as Tae Kwon Do may be easier to accomplish in a few years for martial arts defense purposes.

There seems to be a real risk in over-stimulating kundalini when practicing for the purpose of martial arts development. The aggressive, or more egotistical rather than devotional, intent could cause serious imbalances, and I think I've seen this in some teachers. For myself, I'd avoid it entirely unless there was some pressing reason to increase self-defense skills.