I guess the reason some people are reluctant to bolt straight to the walls is because if there is enough energy to rip the fender off then it is just as likely to damage the wall and not just the fender.
Your thoughts on a tether reminds me of Indy car and F1 racing. They do that a lot with wheel/brake assemblies. I don't think I would go to the trouble, tho.
Also reminds me of a story. When I bought my hot rod pickup I hired an acquaintance that had a home built landscape/car hauling trailer to make the run out to Tiverton and help me haul it home. He had configured the trailer with a lot of nice features, including a tilt bed for easy loading of lower vehicles, a separate axle carriage for weight balance adjustments, and removable bolt on fenders that were home made from some pretty stout steel sheet with angle steel frames.
Traffic was really heavy as we went thru Providence but was still moving along at a decent clip. At some point I thought we bounced over a pretty good frost heave in the road, that got his attention. When we got to the pickup point we noticed that the driver's side fender was gone! He was a little embarrassed and said he thought maybe we had driven over it when we felt that jolt, but given the traffic conditions at the time, he wasn't of a mind to go back and look for it.
I guess that sounds somewhat irresponsible looking back, but we were younger and poorer at the time.
