Ethane gas is not explosive, it is perfectly stable. It is flammable though.
I can imagine that Fe(CH3)3 could be stable, but a compound being stable does not mean that it really exists. There also must be a preparative route to the compound.
A nice example of such a thing is the salt KBrO4 (potassium perbromate). This in fact is a very stable salt and it is even quite inert. The very common salt KBrO3 is much more reactive. But, the preparation of this compound has eluded chemists till the end of the 1960's. This was, because all intermediates, leading to this compound were very unstable.