If you're saying that you have three physical drives, and two of them are mirrored and one is appended to create one big volume, then I believe you are running the risk of losing data.
If you have 2 drives mirrored as a data drive (for example) and the remaining disk as a system drive, then you run the risk of just losing your system drive. But this doesn't sound like how you have it configured.
The correct answer is no, you won't lose data, because in a configuration like that you have a heavily tested backup server protecting your data :-)
...but for the machine itself, I'd not recommend that configuration (one drive volume with mixed RAID in that configuration)
Ah...so you have one volume that is made of 2 mirrored RAIDs. You shouldn't lose data, although this configuration could make restoring data a little tricky if something unexpected happens.
Ideally you should be able to lose a drive and replace it and the controller will rebuild and everything should be fine. In theory that works.
In practice,...I'd be a little unsure of it, and would personally avoid it if possible. Just because there's some potential issues.
So no, you shouldn't lose data, it should work fine. But you want to keep it documented somewhere how you have it configured just in case theory doesn't want to play with practice.