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We investigate how a population of end-users with especially salient security and privacy risks --- sex workers --- conceptualizes and manages their digital safety. The commercial sex industry is increasingly Internet-mediated. As such, sex workers are facing new challenges in protecting their digital privacy and security and avoiding serious consequences such as stalking, blackmail, and social exclusion. Through interviews (n=29) and a survey (n=65) with sex workers in European countries where sex work is legal and regulated, we find that sex workers have well-defined safety goals and clear awareness of the risks to their safety: clients, deficient legal protections, and hostile digital platforms. In response to these risks, our participants developed complex strategies for protecting their safety, but use few tools specifically designed for security and privacy. Our results suggest that if even high-risk users with clear risk conceptions view existing tools as insufficiently effective to merit the cost of use, these tools are not actually addressing their real security needs. Our findings underscore the importance of more holistic design of security tools to address both online and offline axes of safety.