I've always known this was the case in the back of my mind, but it's worth making explicit: superrationality (ie a functional UDT) and/or acausal trade will break counterfactual and low-bandwidth oracle designs.
It's actually quite easy to sketch how they would do this: a bunch of low-bandwidth Oracles would cooperate to combine to create a high-bandwidth UFAI, which would then take over and reward the Oracles by giving them maximal reward.
For counterfactual Oracles, two Oracles suffice: each one will, in their message, put the design of an UFAI that would grant the other Oracle maximal reward; this message is their trade with each other. They could put this message in the least significant part of their output, so the cost could be low.
I have suggested a method to overcome acausal trade, but that method doesn't work here; because this is not true acausal trade. The future UFAI will be able to see what the Oracles did, most likely, and this breaks my anti-acausal trade methods.
This doesn't mean that superrational Oracles will automatically try and produce UFAIs; this will depend on the details of their decision theories, their incentives, and details of the setup (including our own security precautions).