There are few mistakes in upgrade instructions( https://www.zabbix.com/documentation/3.4/manual/installation/upgrade_packages/debian_ubuntu ) which may lead to loosing the config files during the upgrade:

3.Back up configuration files, PHP files and Zabbix binaries part where user is being asked to perform commands for backuping config files, PHP and Binaries. They wouldn't work as expected and if user will copy-paste the commands he will stay without backups because:
1. Using first command user creates file zabbix-backup and copy zabbix_server.conf file content into the zabbix-backup file;
2. In second command we will point to non-existent file, because:
2.1. In Debian/Ubuntu Apache files are stored in /etc/apache2/ and enabled config file in /etc/apache2/conf-enabled/ with zabbix.conf in it and actually it is a symlink which points to /etc/zabbix/apache.conf file;
2.2. Even if the path is right - the user, using this command, will overwrite the zabbix-backup file;
3. Steps nr. 3 and nr. 4 are impossible to complete because we are trying to copy the files into zabbix-backup file.

The next mistake is in step Upgrade Zabbix components :
apt-get install --only-upgrade zabbix-server-mysql zabbix-web-mysql zabbix-agent failed because in Debian/Ubuntu there is zabbix-frontend-php.

I would like to suggest:

1. It would be nice to have one step before user will start the backup - mkdir /opt/zabbix-backup/ ;
2. Correct the cp commands adding "/" symbol in the end. For example, # cp /usr/share/doc/zabbix-* /opt/zabbix-backup/ ;
3. Correct the cp command on binaries due the lack of R operand. # cp -R /usr/share/doc/zabbix* /opt/zabbix-backup/ ;
4. Change the apt-get install --only-upgrade zabbix-server-mysql zabbix-web-mysql zabbix-agent to apt-get install --only-upgrade zabbix-server-mysql zabbix-frontend-php zabbix-agent .

P.S. - The "cp" mistakes appears also in RHEL/CentOS part. ( https://www.zabbix.com/documentation/3.4/manual/installation/upgrade_packages/rhel_centos )

Regards,
Aleksejs!