The western Penepolese has Katakolon which is crowded though not completely safe, it's perfect for a visit to Olympia though. Given the choice (and I've seen both) Delphi wins hands-down. Pilos is also a good place to stop and very safe too if you can get in the overcrowded "marina" there. Methoni just south of Pilos is a good and usually safe anchorage with a huge Venetian castle.
The Corinth Canal is expensive(!) but it's worth doing it once just for the experience, it is worth seeing. West to east is, in my view, the best direction to go because of the winds. After the busy Ionian (not too bad though in May) you might welcome the near deserted Gulf of Corinth?
Agree with that. Unless the objective is to get to the Aegean as quickly as possible it would be a shame to miss some of the Ionian and the Gulf of Corinth plus the experience of the canal transit.
We intend to do a circumnavigation of the Peloponese this year. Looking forward to it, as although we have been before it was only 2 weeks and we want to spend a couple of 3 months doing it. So many places we saw initially that we want to revisit and spend time in and also places we never got to see.
Also looking forward to the Gulf of Corinth, will go through the canal (east to west) and look forward to that as well.
If the O.P. has time suggest there is no need to rush.