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Which screws are you referring to? I believe they all have their details size and type listed above. Is there one in particular you need further detail on?
I suspect you have already completed your repair and now know the answer, however, in the event that you are still waiting on a response. The short answer is no, the storage drive will not loose data when changing the battery. Despite this, it is always wise to have a backup.
These steps also work for the Z935-P300. NOTE: the center screw in step two is a Torx Security TR7.