No, no issue caused by playing game with dmd out. First thing to check are the fuses on the dmd controller board. If ok then check voltages at plug and reseat ribbon cables

If you knew 100% that it was fully unplugged it would be safe.
But if it's half plugged in I wouldn't play it and take a chance of doing any damage with only power going to a few connectors.
It's just not worth the headache of causing more problems.
Don't do it !
I think the backglass lock does come off with only 4 security screws.

You really dont need a key ... just take the lock out its very easy. Its 2 screws and even if it's the security ones you dont have the correct bit .

If you find out the dmd is bad , I have one you can have. It has one vertical line out on the far right side I think. It should work fine it came out of my Addams when replaced with color.