J Nutr. 2011 Sep;141(9):1635-42. Epub 2011 Jul 20.
Ingestion of (n-3) fatty acids augments basal and platelet activating factor-induced permeability to dextran in the rat mesenteric vascular bed.
Dombrowsky H, Lautenschläger I, Zehethofer N, Lindner B, Schultz H, Uhlig S, Frerichs I, Weiler N.
Loss of intestinal barrier function and subsequent edema formation remains a serious clinical problem leading to hypoperfusion, anastomotic leakage, bacterial translocation, and inflammatory mediator liberation. The inflammatory mediator platelet activating factor (PAF) promotes eicosanoid-mediated edema formation and vasoconstriction. Fish oil-derived (n-3) fatty acids (FA) favor the production of less injurious eicosanoids but may also increase intestinal paracellular permeability. We hypothesized that dietary (n-3) FA would ameliorate PAF-induced vasoconstriction and enhance vascular leakage of dextran tracers. Rats were fed either an (n-3) FA-rich diet (EPA-rich diet; 4.0 g/kg EPA, 2.8 g/kg DHA) or a control diet (CON diet; 0.0 g/kg EPA and DHA) for 3 wk. Subsequently, isolated and perfused small intestines were stimulated with PAF and arterial pressure and the translocation of fluid and macromolecules from the vasculature to lumen and lymphatics were analyzed. In intestines of rats fed the EPA-rich diet, intestinal phospholipids contained up to 470% more EPA and DHA at the expense of arachidonic acid (AA). The PAF-induced increase in arterial pressure was not affected by the EPA-rich diet. However, PAF-induced fluid loss from the vascular perfusate was higher in intestines of rats fed the EPA-rich diet. This was accompanied by a greater basal loss of dextran from the vascular perfusate and a higher PAF-induced transfer of dextran from the vasculature to the lumen (P = 0.058) and lymphatics. Our data suggest that augmented intestinal barrier permeability to fluid and macromolecules is a possible side effect of (n-3) FA-rich diet supplementation.

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4980825/ “EPA or DHA enhanced oxidative stress and aging protein expression in brain of d-galactose treated mice.”
In conclusion, the intake of EPA or DHA in DG-treated mice decreased brain LDL and declined inflammatory pathway of AA/COX-2/PGEs. However, these two PUFAs promoted brain oxidative stress and aging protein overproduction. These findings suggest that these two PUFAs have double-sided effects toward aging brain. Therefore, the safety of EPA, DHA or foods rich in these PUFAs should be carefully re-considered.

I was also shocked to read that fish oil causes leaky gut!

https://www.ncbi.nlm.nih.gov/pubmed/12591548 “Effect of gamma-linolenic acid or docosahexaenoic acid on tight junction permeability in intestinal monolayer cells and their mechanism by protein kinase C activation and/or eicosanoid formation.” CONCLUSIONS: GLA and DHA affect tight junction permeability in intestinal monolayer cells specifically and in a concentration-dependent manner.

Also
Lipid Res. 2004 Aug;45(8):1418-28. Epub 2004 Jun 1.
Lipid peroxidation induced by DHA enrichment modifies paracellular permeability in Caco-2 cells: protective role of taurine.
Roig-Pérez S, Guardiola F, Moretó M, Ferrer R.
Dietary enrichment with docosahexaenoic acid (DHA) has numerous beneficial effects on health. However, the intake of high doses of polyunsaturated fatty acids can promote lipid peroxidation and the subsequent propagation of oxygen radicals. The purpose of this study was to evaluate the effect of DHA on lipid peroxidation and tight junction structure and permeability in Caco-2 cell cultures. Moreover, the effects of taurine, a functional ingredient with antioxidant properties, were also tested. Differentiated Caco-2 cell monolayers were maintained in DHA-supplemented conditions with or without added taurine. Incubation with 100 microM DHA increased lipid peroxidation and paracellular permeability, in parallel with a redistribution of the tight junction proteins occludin and ZO-1. Taurine partially prevented all of these effects. The participation of reactive oxygen and nitrogen species in increased paracellular permeability was also examined using various agents that modify the formation of superoxide radical, hydrogen peroxide, nitric oxide, and peroxynitrite. We conclude that hydrogen peroxide and peroxynitrite may be involved in the DHA-induced increase in paracellular permeability and that the protective role of taurine may be in part related to its capacity to counteract the effects of hydrogen peroxide.

To me, it seems like krill oil is somewhat safer than fish oil but has been studied less. Still, many similar compounds present, krill oil should offer a range of benefits.