I told my children about the safety hazards of crossing the road.

You said that "the safety hazards of crossing the road" is not proper.

So, I thought about fixing the sentence.
And I suggest two sentences.

1) I told my children about the safety hazards for crossing the road.
2) I told my children about the safety hazards happening during crossing the road.


See you.

If you have to choose between the three sentences here, go with the first one. However, as I told you and wrote in your comments for yesterday, I would change the first sentence to "I told my children about the hazards of crossing the road." The term "safety hazard" generally refers to "things to avoid" or "things to fix," such as safety hazards in the workplace. You can use it for referring to the dangers while crossing the road, but most people would just say "hazards" or "dangers" instead of "safety hazards."