For those LDP cross-connects that can be recovered as part of LDP GR, there is no traffic loss for those application using those tunnels if and only if the GR helper (for example, a downstream neighbor) re-advertises the same label and upstream neighbor also support LDP GR procedure as well.
LDP GR preserves the LDP transit cross-connects. It minimizes the traffic loss of any application that uses an LDP tunnel as its transport mechanism from the transit LSR perspective.
The ability to preserve the LDP ECMP transit cross-connects depends on the route information received from the RIB Manager during the recovery phase. In the case where the number of ECMP provided by the RIB Manager for a route is larger than the LDP load-sharing configuration (for example, the IP load-sharing configuration is larger than LDP load-sharing configuration), the paths are preserved as long as the route provided by the RIB Manager, before recovery time expires, contains the installed paths.