Is any quality lost?
No. PNG bytes are embedded in the document untouched, with no re-encoding, so a screenshot in the PDF is pixel for pixel the screenshot you added.
Screenshots and diagrams into one file.
Result
pages
Add the screenshots, put them in the right order. Pages start at A4 because a PNG is usually something that will be printed or filed rather than looked at once — switch to Match each image if you want no margins.
No. PNG bytes are embedded in the document untouched, with no re-encoding, so a screenshot in the PDF is pixel for pixel the screenshot you added.
Because PNG is lossless and screenshots of text compress badly. Ten full-screen captures can easily make a twenty-megabyte PDF. If size matters more than sharpness, save the images as JPG first and use the JPG to PDF page.
They become white. A PDF page has no transparency, and leaving it undefined lets a dark-mode viewer render the page black with black text on it.
Yes — the tool accepts JPEG, PNG, WebP, AVIF, GIF, BMP and HEIC together. The only thing this page changes is where the page size starts.