Calcium supplementation can be very risky if not done right. Calcium is probably one of the most difficult minerals to get properly absorbed in the body. Just to get it into the bloodstream it has to be in the presence of not only Vitamin D, but also magnesium, some of the B vitamins, and a good source of fat.
But you don't want it staying in the bloodstream too long, and to get it out of there and into your bones, teeth and other places it's needed, Vitamin K2 is needed.
K2 in its various forms is critical for a lot of functions. I have had problems posting links here in the past, so I'll just suggest that you search You Tube for "Dr. Mercola Interviews Dr. Kate Rheaume-Bleue" for an interesting video. There's a short one of about 15 minutes, and a longer one for more detail.
Yes, calcium supplementation can have risks. That's part of why I didn't take it for years, even while on prednisone, because I listened to people on the internet who scared me about
it, kinda like your post. Now I have osteoporosis and a stress fracture and I really regret not taking it. I don't think it's as complicated as you make it sound. I've done a ton of reading on calcium and Vit. D (when to take it, what to take it with, how much to take, what form is best absorbed, if it actually helps while on prednisone etc...).
You had me until you mentioned the quack Mercola.