Thermite can be ballmilled without any danger. As you know, it needs a very high temperature to ignite, and your ballmill won't reach that temperature without melting I think. About the electrostatic discharge, even if your ballmill sparks, that tiny sparks won't even ignite black powder. For thermite, you need a very strong spark gap (>15KV) to ignite it. (can't remember where I saw that, maybe powerlabs?) Also won't happen in your ballmill I hope. (And this is what you call semi-fictional hearsay don't you?)
I also ballmilled my thermite mixtures. It's okay. No problem. That's for the personal experiences part. Ballmilling was 12 hours with glass media in a 100% rubber barrel.