We generally felt safe through the entire trip, even when we were walking around Nairobi. However they say don't walk around anywhere at night at all and we did follow that advice. Sadly and somewhat unnervingly there was a major attack just days after we were there and less than a mile and a half from our hotel:
https://www.cnn.com/2019/01/16/africa/kenya-hotel-complex-terror-attack/index.html
https://www.cnn.com/2019/01/16/africa/kenya-hotel-complex-terror-attack/index.html