I've heard if you do it correctly and follow the instructions then everything will stay. The people who had lost it when I was looking into it seemed to have trouble with the SD card side of things and messed it up a bit.
However if you do lose them, I'm happy to send them back to you as this is my nightmare as well, I have all of the stationery and am system transferring this weekend (but sent my bf all the stationeries as backup just in case)
Oh, before I forget, I see you're UK as well which is maybe easier-I forgot to pick up my 3DS this week and won't be able to get back to it before Saturday but can send them on then if you have problems with it.