Playing a 300pt Yugioh game later this month. I'm wondering if i do the fusion with Alpha, Beta, and Gamma the Magnet Warriors for Valkyrion, if they are my only pieces on the map and fuse them. When i take them all off the map for a sec to replace them with Valkyrion. In that sec without any pieces would my opponent win.

Victory
Once a player's life points reaches 0, that player has been defeated. Remove all of thats player's characters from the map.

I don't think this is the case. I'm not sure how it works but if anything this would be the case with bringing in a piece through ritual using your last piece.

This should fall under replacing last I checked, Just like if you KO Kuriboh for DMOC,

Fusion follows the same rules as replacement. You do not lose the game until all actions resolve, the replacement character will be on the map before actions resolve.