Hi AbelChT,
The fastboot/flash mode are stored on a partition that is not available to users and should be fairly safe to assume that if you follow the guides provided on our website there will not be any issue.
The kernel (boot.img & recovery.img) is stored on separate partitions and even if you flash a broken kernel/OS you can always go to the fastboot (blue light) / flash (green light) mode to recover your device. You can always use the flashtool to flash the Sony image and recover from a bad OS update if your custom ROM does not boot.
Please note that during the unlock process the userdata is wiped.
Best regards
Alin