Vulnerable for what? Stealing your deposit? Selling the car out from under you? The second one you cannot stop, it's their car until final paperwork is completed along with full financial payment by you or the bank financing it. Obviously they would have to return your deposit.
The deposit is not a biggy, as stated you would have the cashed check notice with your bank. And no dealer is going to risk its business over $500. They should have provided you at least a copy of the POC of the build and order and they could have wrote about the deposit on that. I'd ask for that.
