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Is there any risk in running a transaction that needs quite some gas, even if always within the borders of block gas limits? Let's say 20M, with block limit being 30M. The transaction runs complex calculations. What do I need to ensure it gets its proper "space" in the block without risking other transactions taking "gas room" that I need?

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In theory if your transaction is valid and the gas within the block gas limit it should be good enough.

In practice block builders have the freedom to reorder the transactions within a block. There are some block builders that run different algorithms to maximize the transactions fees.

If you want to be absolutely sure the transaction is included you have to look at some builders that provide that service. For example flashbots.

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