I used to have Fallout 4 in physical cd, now I want to buy it in digital format. My saves are still going to work or I have the risk to loose my information because of the difference of versions?
First of all, as far as I know, Fallout 4 requires Steam either way, so you actually should already have a digital version, because even if you used the DVD you need to register the game on Steam and thus are able to download it later on and it's kept up-to-date automatically.
In case I'm mistaken (or you played a pirated version and now want to buy):
There shouldn't be any problems. There are no savegame incompabilities between official versions, so it won't matter, if you played an old version.
Just be mindful to reinstall any mods, if you used them and watch out for their required version. If a mod is outdated, you might have to remove it completely, which could cause some problems, but this is unrelated to switching from DVD version to steam version.