Well, vertigoreality has the right idea of being semin-redundant. His idea to use chains with safety cable back-ups(or steel wire for back-up) is a good step in the right direction and I'm glad he thought of the same idea on his own. He's obviously concerned about worse case scenario.
But you bring up another concern of simply worrying that regardless of rating of the chains, it could still fail, which is an unfortunate reality that could occur. If the points fail, and the safeties are done wrong then those can fail too. Honestly, I wouldn't know a good point from a bad point, it's up to a house guy to know the rigging points, and a rigger to raise my stuff up. I like to be "hands off" on that until I receive proper training.
Your idea for a shelf or soffit mounts might be preferable in your case. You could actually build out the wall a bit and then build the soffits to contain the speaker FULLY around the edges so that it simply CAN NOT come out. You could put a steel grill around the front as well to provide further protection, mainly from guests. Done properly, it should be as safe as anything else. Then, I suppose if you wanted to use chains(which I don't think would be as necessary), you would just need them as a fail-over in case the front of the soffit should fail and the speaker were to slip out.
In all my years, I've only seen one soffit fail, and it was simply due to age. Some not as good quality wood used way back when finally gave up and broke. This was part of the opening area. Even at that, the rest of the soffit was fine and the speaker didn't move. I think the owner did the repair himself, fairly capable guy. It was a home theater.