Do I have any sort of loss converting an M4V file to MKV?
Your command 

ffmpeg -i "path/to/file.m4v" -c:v copy -c:a copy "path/to/file.mkv"


does do a lossless copy since no recompression occurs.

You have to note all warning or error messages during the conversion. The command below will only throw an error if the file properties can't be detected, like stream info.

ffmpeg.exe -v error -i "path/to/file.mkv"


Run

ffmpeg.exe -i "path/to/file.mkv" -map 0 -f null -


to see if the entire file decodes fine.