If I unpair my device from the App, will the data collected until that point go lost?

No, the data of each device you connect to your App account are always recorded and will remain visible in the Data page even if the device is unpaired. You will always find all your devices records in Data page > Health feature page > device icon. 

Always make sure that the synchronisation is correctly performed in order to have all data recorded correctly.

How can I check the Sleep Disturbances feature results?