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It's nondestructive as far as I can tell. From my observations, it just writes log or txt files to the root of the partition. However, like all things, it's best to back up just in case.
It's best not to use the system during the diagnostic as the flash channels will be seriously saturated.
The "Run Fast Diagnostic Scan" and "Run Full Diagnostics Scan" options are completely and absolutely and entirely non-destructive.
Thank you guys, I have tried full scan and it has been completely non-destructive.