There are a few potential issues that could arise when changing the battery of a Huawei P40 Pro. One issue could be difficulty in accessing the battery, as it may be located in a hard-to-reach area inside the device. Another issue could be potential damage to the device if the replacement battery is not the correct model or is not installed properly. Additionally, if the device is still under warranty, replacing the battery may void the warranty. It is also important to use a reputable and trustworthy technician or service center to perform the replacement to avoid any further issues.