As other have pointed out, zerodha(or any other broker) doesn't hold your stocks, it's stored in demat account. If you are trying to store your money in zerodha wallet then that's terrible idea and I don't see any reason for doing it. If you still don't trust zerodha, most banks offer services to trade stocks too, use them
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I think what really matters is if your broker is SEBI registered. Zerodha is.
Stocks you own are in cdsl account