If you're simply looking to root the device at the .402 firmware, then have a look at this thread
. I personally did the same steps on my international D6503, and now have root access, my own TA backup file, PhilZ + TWRP recovery modes, and a locked bootloader
. Originally my intent was to downgrade firmwares and us a root exploit that way, however, the 'EasyRoot' method has saved a lot of trouble and my firmware version has not needed to change at all.
That said, if you're still adamant about rolling back firmwares, I'd suggest that you have a look here
. Norti has posted a fairly comprehensive set of instructions, as well as a list of firmwares for different versions of the Z2. Although I haven't rolled it back, I have heard that using flashtool to jump to different official firmware versions will not wipe data if you choose to not select WIPE USERDATA, since they're performed in a way that is similar to OTA updates (might need confirmation on this one). Some of the posters in that thread have claimed that as long as your device matches the firmware, loading up a different region's firmware shouldn't have any detrimental affects (i.e. an international phone using Taiwanese/German versions), but that's another piece of information I can't confirm since I haven't tried it.
TL;DR you don't have to change firmware to root, but you can if you really want to. Neither method should touch your SD card, and flashtool should be able to choose what should or should not be wiped.