Going along with Patrick's statement of change, one other challenge you can add to the list is upgrades. If you upgrade your kernel or netweaver release of your SAP source system, you also have to ensure that all your custom abap programs remain unaffected. If you use SLT/DXC for loading to HANA, then you also need to see how these items are affected during/after an upgrade.
Another thing I would add is you basically have redundant data, 1 set in your transaction system and 1 set in the HANA database.
The final thing is if you have a disaster/multi-node/standby scenario. You need to ensure that if HANA server crashes, it doesn't become a single point of failure, or if you have to recover your system, the HANA system must remain in sync with data in your transaction system, etc.
Thanks,
Sharan