If you carry all the necessary items, and follow all the steps, there is absolutely 0% risk of losing game data, because:
- There are only two places you save in the void: Jubilife City after 430 steps north, and Newmoon Island/Seabreak Path.
- Jubilife City can be escaped with Fly, always.
- You can test for a BSoD (Black Screen of Doom) before saving at Newmoon/Seabreak, so you will only save there if it's 100% safe to.
- To test for a BSoD, after reaching Newmoon/Seabreak, open the menu and select Pokedex, then quit out. If the game runs normally, it's safe to save. If the game freezes, then you can reset and end up back at Jubilife and Fly out. The worst possible case, if you take no risks, is wasting 2 hours of time.