Because damage remains marked on a creature until it’s removed as the turn ends, nonlethal damage dealt to a creature you control may become lethal if Heavenly Blademaster leaves the battlefield during that turn or if an Aura or Equipment is removed from it.

You don’t move any Auras or Equipment until Heavenly Blademaster’s triggered ability is resolving. If Heavenly Blademaster is no longer on the battlefield, the Auras and Equipment you intended to attach to it remain as they were.

You can’t try to attach an Aura or Equipment to Heavenly Blademaster if that Aura or Equipment can’t legally be attached to it.