I have been worrying about ESD protection for my buck converter power stage. I have a few thousand um of device width. I assume at that point I will be ok? Should I consider generating some extended drain device though?

The extended drain devices are all for 12V operation; I would think that you are probably okay with what you have. Ultimately you have to run it through a zap test to be sure.

The I/O devices are not 12V devices and have extended drains though, right?

They have somewhat longer drains but it is not specifically an "extended drain" structure in which the drain is a well resistor.