Con Trusted Setup
In order to remain anonymous you must utilize a set of keys set by a group of individuals. If it got cracked or somehow leaked or if this group was corrupt your transactions might not be anonymous.
There is discussion to change this: https://www.starkware.co/
More Info: https://www.reddit.com/r/zec/comments/551wnw/what_is_the_trusted_setup_in_zcash_an_overview/