Electrum servers use clearnet domains no .onion so the info has to be sent through an exit node
is there are security risk with this? can i lose my bitcoins?
You can't lose your Bitcoins, as Electrum servers only handle transaction broadcasting and verification of wallet funds. The transaction signing itself is on your client.
That being said, there are other security risks (mainly privacy related ones) that you should consider. Besides this, if I'm not mistaken, I've already seen .onion servers on the server list.