You will not lose CFW doing this. The only thing you should worry about is if you were using EmuNAND. With the (x) Show NAND or user string in System Settings selected in Luma3DS v9.1 configuration, go to System Settings and check if your 3DS firmware states something like Sys 11.8.0-41E.If i do all this, i'm still on cfw? And do i have to start a new game?
If it says Sys, you don't have anything to worry about reformatting your card.
***
If however it says Emu, you have EmuNAND.
You either need to dump your EmuNAND image or transfer your EmuNAND to SysNAND. Be warned whatever is on your SysNAND profile will be overwritten if you do the transfer option. As for figuring how to keep your EmuNAND profile, I suggest you look in the NANDManager GM9 script found in GodMode9 v1.7.1.