I’m afraid if I restart the transfer process from one iPad to new one I will lose all my data. Help!

Expanding upon Lobsterghost1’s comments…

Restarting the transfer process will not cause any loss of data. “Transfer” is rather a misnomer. Nothing is moved or removed from the original device. Insofar as possible, the transfer process effectively “clones” the data and settings from the source to the target device.

These support pages should get you started with setup of your new iPad - and the methods of transferring your data from old to new iPad:

Set up your iPhone, iPad or iPod touch – Apple Support

Transfer data from your previous iOS device to your new iPhone, iPad, or iPod touch - Apple Support

Use Quick Start to transfer data to a new iPhone, iPad or iPod touch – Apple Support

If the donor iPad, from which you are transferring your data precedes iOS12.4, QuickStart will not be available.

An alternative is to restore either an iCloud or iTunes backup to the new device:

How to back up your iPhone, iPad and iPod touch – Apple Support

Restore your iPhone, iPad, or iPod touch from a backup - Apple Support

Only if and when you are ready will any data be deleted from the old iPad. When you are ready, the best procedure for preparing you old device for disposal or reuse can be found here:

What to do before you sell, give away or trade in your iPhone, iPad or iPod touch – Apple Support

I would connect the old iPod to a computer and make a backup and then connect the new iPad and restore from that backup.

Faster than via wifi.

You can restart the process and you won't lose the data from your old iPad at all.