I'm surprised you ask this question. Try to understand how things work first so you can make that decision yourself!
zwave2mqtt sends a discovery message for each device at startup and when it gets a message that (in this case) HomeAssistant is up.
So when these messages are retained, they stay there forever until somebody removes them. So when you remove any devices in ZWAVE2MQTT for being advertised, you need to remove their discovery record from Mosquitto too when you defined to retain these messages.
Now it is up to you to see what information is contained in the homeassistant message tree and what can be deleted.
Deleting all for zwave2mqtt (subtree under homeassistant) should normally work, as it will send all messages again when domoticz or zwave2mqtt is started.