No. What is the mechanism through which you suspected this could happen?
It's also worth considering that they have demonstrated cryo propellant pumping between two tanks within a ship, so, AFAIK, transfer between two ships is more about testing the docking systems, than it is about the pumps. They could probably rig the system to first pump some inert gas to verify the quality of the docking, then try to pump propellants.
Even if it was put in orbit, debris are not an issue because orbital decay at Low Earth Orbit (LEO) is significant. A satellite orbiting below 250km will fall back to earth within a few hours, and at 400km within a year. LEO below 500-600km has enough atmospheric drag to be self-cleaning.
Debris issues are more significant at higher orbits 800km and above.
There could be some odd failure modes I would think. Failure to pump the liquid, broken pumps, who really knows? My guess would be that a failure mode would be a big spill, a failure to pump, only partially refilling, or broken turbopumps before an explosion.
1. Connect the two ships
2. Connect the liquid valves from both cryo tanks together.
3. Spin the ships about the short axis
4. Open the vent valve for the cryo tank to receive liquid.
5. Lock closed the vent valve for the cryo tank to supple liquid.
Steps 2, 4 and 5 are how you normally transfer cryo fluids between dewars on earth. You just to create pseudo gravity / acceleration in the body frame of the ships to make it work in space.