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Wow I wish I was never wrong

Are you certain?
http://www.cmegroup.com/trading/fx/fx-otc.html
https://www.theice.com/otc_fx.jhtml
http://www.lchclearnet.com/foreign_exchange/

That is wrong - not all of liquidity suppliers are banks.

The money stems from the ECN's https://www.google.co.uk/search?q=ecn liquidity providers.

I was being sarcastic - I would never trade with a broker regulated in Mauritius or some similar offshore jurisdiction. For me personally I would just open an account using an EU, US, Swiss or...

Yes, the Financial Services Commission of Mauritius is a tough ruler. You will be safe.

FXPrimus are in an lightly regulated jurisdiction (Mauritius) but their third party custodian option looks very interesting:
...

accentforex are unregulated. I can not even find in which their head office is from their site or the company's name.

hahahahhahah!!!

All you've done is change your credit risk from your broker to your custodian.

1 for Steenbarger. My fav is The Daily Trading Coach. Liked One Great Trade from Mike Bellafiore.