As for rust:
* The panels (not pictured) are alumium. They will not rust. If Tesla has not properly isolated from the steel they could undergo galvanic corrosion. One hopes that their QC and design are sufficient to prevent that.
* It's not clear whether there is an inner liner or panel (not pictured) on the fender. It looks to me like there probably is, given some of the holes in the mild steel. This would be good, as this is a higher corrosion area due to tire splash.
* The high strength steel underside, if it's done like the MS, will be exposed. If so, it's either going to have to be hot-dip galvanized, made of a corrosion-resistant steel, or some other similar protection mechanism. Contrarily it could have an underpanel (hopefully not plastic, I've had problems with them being repeatedly sheared off by snow and ice on my Insight, to the point that I just gave up on replacing them) or rubberized coating. Or a combination.
* Mild steel is not going to be inherently corrosion resistant. It's used where you need a cheap, ductile steel. As for the high strength or ultra-high strength, it depends on the alloy. Either way, a company making a $35k base MSRP car is going to take corrosion protection seriously, especially given the well-known failures of the past.
Don't pity the reduction in alumium too much. Alumium is great in some respects, but a pain in others. One of the most annoying is metal fatigue. Steel takes repeated flexure like a champ; alumium becomes brittle and ultimately cracks. It's is also harder to weld. And of course, as mentioned before, if you have alumium in direct contact with steel, the steel will corrode the alumium - potentially very quickly.