I would add PairDrop to your list to have bookmarked. It’s completely web-based so no download required and thus fully cross-platform. It also works across different networks (i.e. over the internet) by pairing devices or creating a room. Basically Apple AirDrop, but universal and on steroids.

I wouldn’t think this would cause any data loss either, it just wouldn’t find your media or it would throw an error. Very alarmist indeed.