What are the security features employed by HTC EXODUS 1‍?

Back up your Vault using the 12-word recovery phrase or the Social Key Recovery feature. See Why is the 12-word recovery phrase so important? and What is Social Key Recovery and why use it?.

Even if your phone is lost or stolen, the Trusted Execution Environment remains locked. Repeated attempts to guess your passcode will cause the passcode-protected data to erase itself to protect your keys. See How is the private key generated and protected on HTC EXODUS 1‍?.

As demonstrated by the Zion app, the Trusted UI helps make sure screenshots and malware cannot be used to compromise your 12-word recovery phrase while you're writing it down.