Contrary to popular belief, the best twists are the ones you can see coming. It's counter-intuitive, but it's for a purpose. If a book/movie/show has a huge twist that comes out of left-field and can't be supported by previous events in the story, it doesn't hold much water.
Why am I saying this? Because if this turns out to be some grand master plan by Oliver just to get back at Ra's, it's going to thrust my suspension of disbelief into overdrive. So far, we've had no indication that any of this was planned by Oliver.
putting everyone he loves AND Starling City in danger just because of his pride after being defeated by Ra´s Al Ghul.
This contradicts itself. Oliver went to fight Ra's 1v1 to save his goddamn city. Sure, you could argue that he placed Malcolm Merlyn under his protection (arguably justifiable) and that's what put the city in danger in the first place, but he still went to save it even after that happened. He knowingly and willingly went to death.
But now because of his defeat, he's putting Starling City and his friends in danger? How? How is he doing that? By going to save Malcolm? The only person he put in danger was himself (Diggle chose to go with him). And if I was Oliver, I wouldn't have any reason not to believe that Ra's was still after me after finding out I lived through our fight to the death. I just feel like Oliver's the only person so far who has recognised the danger that Ra's al Ghul poses. That's why he wanted to work with Malcolm in the first place. Make no mistake, Oliver hates him more than the rest of his team combined. Everyone else wants to live in la la land and believe they can beat him through the power of friendship and morality. As long as they're the 'good' guys, everything will be okay.
But he's being realistic, much like you are in your last point: Oliver and co. aren't currently capable of defeating Ra's. That's why he's working with Malcolm. Dude knows what's up. But I just don't believe Oliver would intentionally put his friends in danger. Plus, the dude went and died for his peeps, and when he came back none of them showed even a sliver of gratitude. It was straight into "gtfo we don't need your ass anymore." I'd be pretty resentful after that too, lol.