Rock climbing and bouldering burn between 500 to 900 calories per hour, if you can keep rest to a minimum between climbs. It doesn’t matter if you climb indoors or outdoors and if you go bouldering. If anything, bouldering is harder and might burn a bit more per hour.
Building muscle will help burn fat, and indoor rock climbing burns off calories too. So yes it will help you lose some weight, provided that you keep rest at a minimum and don’t just chat your way around the gym. But you need to also have a healthy diet and nutrition to lose weight!

Is indoor rock climbing dangerous?

Not really. Indoor rock climbing is among the safest forms of rock climbing if you begin with top rope indoor rock climbing. The worst thing that can happen when you go indoor top-rope climbing is that you take a fall of a few inches.