....Technically, anything that's threaded isn't sanitary...
YES
Threaded tri-clamp adapters drive me nuts.
QDs aren't sanitary (technically speaking), but if you're sanitizing with heat and thoroughly cleaning them, you should be okay. I wouldn't give this advice to professional brewers, or any Food & Bev manufacturer, because the cleaning frequency wouldn't be as rigorous in constant use.
I'll also add my opinion about camlocks: they suck (at least for me). I hate mine, and I wish I would have sprung for stainless QDs.
Since we're talking sanitary components: if you're adding valves, go for the 3-piece stainless. If you can't take them apart, they will collect crud.