Nope. I don't think they can lead to hair loss.....
To battle tangling, when you are twisting your hair, and you have the two sections that you are twirling around each other, make sure that you keep those two sections completely separated and don't borrow hair from the other section, that leads to tangling.
Also make sure you have clean parts when you do them, and don't borrow hair from other twist sections
For knots, don't constantly wet your hair and make sure the ends stay twisted and not loose.
When you go to take them down, detangle small sections as you go along. Don't wait until you have a big head of hair to detangle. Make sure that you are removing all of the shed hair from your hair. Section your hair off, detangle, then braid or twist it back u.
ITA. Just wanted to add that one way to keep hair from the two sections of the twists separate is to twirl them first around their own axis before wrapping them around each other
like this. That way, undoing will be as easy as
this even after numerous washes.
And yes, working on small sections is invaluable. It's what I've always done. Even when I had single extension braids,
I'd undo a section, fully finger comb it pulling out shed hair and then doing the same to a few others. I'd then braid the fully detangled hair in
big plaits while I work on another set. I'd braid it to keep it from curling back on itself or getting detangled before I was done with the rest of the hair.
While my regimen doesn't involve undoing all the twists and having loose hair, I just redo one at a time so only ever have one twist out, were I to undo all of them, I'd not change this regimen of finishing with one tiny section first before doing another. This
allows me to be meticulous without feeling overwhelmed. And because the rest of my hair is "safe" in twists until I'm ready for it, tangled hair isn't something I ever have to deal with. Nor impatience a demon that I ever encounter--which is really one reason folks end up breaking their hair.
But my hair fuzzes up soooo bad. I put the twist in Sunday by Thursday it looked like it was ready to loc. By next Thursday when I take them down you won't be able to tell I have twists. It will look like I have untwisted them for a twist out. If I don't take them out by the 2nd week, my roots start locing together and the shed hairs start wrapping around the hair. 
