Just watch out for nontargeted wipes
According to HanweirGarrison, a level two Judge, if an Urzas Saga has gained abilities through its chapter abilities already (say, to make constructs), it can still do that under a Blood Moon. This means Urzas Saga loses nothing once a Blood Moon or Harbinger hits, and in fact gets even better
Count on the Sidewinder to safeguard your collection with its resilient construction
However, note that Lich won't kill you if it is bounced or something - the current Oracle is, "When Lich is put into a graveyard from the battlefield, you lose the game." But you'd still be a zero life, so you'd lose for that reason, unless you could find a way to gain some life at the same time
Chopped-down tree on the ground