Can I also ask how far he is from this goal?
If this is not likely something he will even start training for anytime soon, I would consider that when voicing your concerns. After all, if this is not something that literally concerns you anytime soon or could soon, voicing intense, immediate concerns - rather than a softer, more ownership-taking, "I support you, but some of the risks you would be taking do feel scary to me, so I will have to work through thise feelings," -- about how this impacts your life when...well, besides far-future fears, it doesn't, can be a bit iffy.
Supporting dreams is a big deal, but it is not the same as supporting a reality. So, I would just do what you can when you talk about this with him to try not to talk about it in a way that does not square with the present or near future, like the fact that you have no need to fear losing him while he is on a job he has not yet even done the training for (which by all means, will not only be as safe as any other job training, but likely give him excellent and comprehensive information about the risks so he is able to consider them soundly for himself.)
Who knows what will even be going in between the two of you by then (assuming this is at least a bit down the road), but you do know what is happening with you two right now, and that he is looking for some support with a dream and a person he thinks he may want to become. Know what I mean?
I would also add that while certainly, some things pose greater risks to our life or health than others, the tough fact is we could always lose someone we live, and in our lives, that will happen, most often more than once, no matter what someone does or does not do in their lives. Heck, more people are hurt or killed just driving in a car than by doing anything else, and almost everyone does that, some people do it every single day. It sucks to think about and know as a truth that we will lose people we love, it really does, and it may seem more real with something like this, but personally, I will always put in a vote for doing what we can to support the people we love in really being engaged in and passionate about their lives as best we can, since a life not lived in a way where we feel true to ourselves is, IMO, a lot more sad than a loss of life where someone was able to follow their dreams. You say he is stubborn, but honestly, we all should be stubborn in the pursuit of our dreams and goals.
And for sure, giving that kind of support with things that scare us can require we summon up more fearlessness or courage than we may feel at the time. One of the many, many ways love can be mighty challenging.
Know too, that if you are still together when he can pursue this and he choices to, you will get the chance to figure out how you feel about that, what you need to deal, and will, if course, also have the choice to be with someone this way or not who wants to make life choices for themselves you do not feel comfortable with or feel like you can live with.