I was wondering, how much do we know about their route, security details, preparations and the way back?
What route did they take?
Were they travelling with small security details for going unnoticed or a big one to be able to fight back any posible attack?
Who were the organizing bodies? Secret services, military forces? How much effort did it take up of those bodies?
And especially on the way back, when the conference was known, how realistic was an attack against them, especially Roosevelt and Churchill?
How much did the germans know in advance?
Any other "big three" conference would be interesting also, and in general the personal security of these three leaders during WWII.
Are there any specific primary or secondary source on this subject?
I can give you a point to start your search.
President Roosevelt traveled to the conference aboard the battleship USS Iowa under great secrecy. Because U-boats were a serious threat the battleship was escorted by several destroyers. Among the escorts was the bad luck ship USS William D. Porter which accidentally fired a torpedo at the battleship during exercises. The Iowa was alerted to the danger and avoided the torpedo but the Porter would bear her reputation as a bad luck ship till her destruction by a kamikaze in 1945.