It never even crossed her mind that it was dangerous.

Literal

She [topic-は] dangerous [quotative-と] not-even thought.

思いもしなかった is a tightly emphatic negative: 思う ('to think') turned into the noun-like 思い, plus the particle も ('even, also'), plus the past negative する form しなかった. Together: 'didn't even do the thinking,' i.e. 'never even thought.' The pattern Verb-stem + も + しない is a standard intensified negative — 言いもしない ('doesn't even say'), 見もしない ('doesn't even look'). The と is the quotative, framing 危険だ ('it's dangerous') as the content of the unconsidered thought.