I need to split my container into smaller files. So plan is this: I create RAR archive and let it split into about 10 smaller archives, no compression and I also add password for extra security. Is this risk-free?
Yes, this is risk free. Not using compression (as you plan to do) helps speed up the process as encrypted data cannot be compressed. However I would suggest you do not use an extra password. Any extra password you need to memorize would be much better put to use extending your VeraCrypt password with it. Otherwise, having multiple layers of encryption allows an attacker to attack one at a time, rather than being limited to attacking it all at once. The only reason you might want to encrypt the archives is if you do not want an attacker to even be able to suspect that an encrypted VeraCrypt container is present. If this isn't part of your threat model, there is no need to use more encryption.
I am curious why you have any need to split up a VeraCrypt container, though. Obviously in order to use it, you must concatenate the parts. This makes me wonder if you are trying to upload it to a file hosting service which may limit the maximum size of each individual upload. If this is this case, I strongly recommend you do not do this. Hosting any encrypted container that uses XTS mode on a remote server which may be able to see snapshots of the container over time is very insecure.
I remember when I first wrote a compression program for my TI-83 Plus calculator, it could not process double quotes (") so it was restricted in the kind of input I could feed it.
I would assume that a general-purpose archival program like WinRAR is much more developed and well-tested for all kinds of inputs. I would attribute any problems to random flipped bits in RAM or bit rot of the disk before scrutinizing the archiver.
Anyhow, if I understand your goal correctly: you want to split your container and add an extra layer of security, but you also want to know what the risks are. With software bugs ruled out, I assume you are wondering if WinRAR’s encryption might negatively impact the overall security of the files inside your TrueCrypt/VeraCrypt volume. My answer is “no” under certain conditions. If you’re applying multiple layers of nested encryption with a different key for the RAR archive than the encrypted volume, then the security can be no less than just the encrypted volume alone and you avoid the problem of two algorithms partially or completely canceling out.
I can see one way that putting the TrueCrypt/VeraCrypt container inside an encrypted RAR archive would improve security though: you can hide the fact that it is a container. Rename the extension to something innocuous like MKV and add it to the archive. Someone without the password wouldn’t be able to tell whether the file inside is a container or a video file. Or you could also encrypt the RAR header as well so even the file names can’t be seen. Naked TrueCrypt containers can be identified, and stashing it inside another container makes it harder to detect (if that is a kind of threat you need to guard against).