In some ways, a short across the power supply, SEPARATE from the Duet, is low risk. Either the power supply will shut down, or something in the short are will "give".
But... that's not absolutely certain. Anything could potentially happen when you start talking shorts. For example if the power supply blows something, it COULD momentarily go to almost any voltage on the +12 or +24 or whatever your using for the thing that got shorted.
Having said all of that... soldering to those kinds of strips can be done, can be tested, and can be sealed under "adhesive shrink" (not regular) or a dab of silicone, or hot melt glue, or something else that makes it physically solid.
And then checked with a meter while you flex it.
Go for it.