As I recall (from tearing apart a couple AW4's to learn...)
The sump pickup is the filter - the filter is the sump pickup. This is usually the case, so if you lose anything, it won't be the pickup.
The cooler line fittings are the LAST element in the hydraulic circuit for the AW4 - it's "residual pressure" only (you're flowing more because flow volume has to go SOMEWHERE!) and there's not enough pressure to worry about.
The "outlet" fitting is an open hole from the valve body exhuast - the fitting just threads into the end of the hold.
The "inlet" fitting is an open hole into the sump - with nothing else, but the case, for it to contact.
The upshot? There should be no issue with removing the cooler line fittings - I've done it with and without the transmission installed, assembled, or otherwise being used. I'm not 100% certain about the later models of the AW4 (I work mainly on RENIX - 1987-1990,) but I don't see a lot of reason for the transmission to have changed overmuch internally over the years, so I'm fairly sure you're safe. I just don't have enough experience to "delete the qualifiers," which is why I feel like you'll be all right, but I'm not in a position to say so with authority (and have you get cross with me when I turn out to be wrong, Heaven forbid!)
5-90