Unfortunately, it is sometimes the case that the remaining unprovable part is the most epistemologically dubious part.

See, for instance, "Coq in Coq", by Bruno Barras and Benjamin Werner, http://www.lix.polytechnique.fr/~barras/publi/coqincoq.pdf , in which the Calculus of Inductive Constructions is used to prove the consistency of the Calculus of Constructions.

See also John Harrison's "Towards self-verification of HOL Light", http://www.cl.cam.ac.uk/~jrh13/papers/holhol.pdf , and Gentzen's consistency proof, https://en.wikipedia.org/wiki/Gentzen%27s_consistency_proof , which use similar strategies (by assuming the existence of an inaccessible and assuming recursion up to epsilon_0).

Sometimes one can get relative consistency results. For instance, I believe it is provable in ZF that if ZF is consistent, so if ZF+AC+(V=L)+GCH.

Yep.

And there are proof systems that use this approach (i.e. build a series of provers that each prove the next (more complex) one).