Hi,
First, you have to keep a backup of your site by using AKEEBA backup. When you on SEF then it removed but sometimes when you on SEF then the site might be broken.For your security first, keep a backup and then try it in localhost.You can also follow this tutorial below https://www.youtube.com/watch?v=xMUAbMPnlpw
Thanks
We do have backs-up with Akeeba, but that is not what I asked, also we do not work on a localhost, we have hosting setup which we dev on test sub-domains