Any danger for Philips VG-8235 / NMS-8245 mainboards?

The VG-8235 has a battery too.

I never had to replace capacitors on a VG-8235 so far (that's not the case for my Sony machines), but I replaced the battery on all of them (if they start leaking, that can really damage the board). Very easy to do, and those replacement batteries / capacitors are cheap and easy to find on eBay

It depends on your machine.

On the VG-8235, the battery is labelled "Memo Power", 2.4V 250mAh. Its location depends on the version of your VG-8235, but you can't miss it (it's quite big):

On the VG-8245, it's a different model (the big blue cylinder on the bottom-right part):

You can remove it if you want to be safe, but you'll just not be able to keep the RTC settings of your MSX (screen width, colors, date...). Not a problem if your MSX does already not memorize it anymore (test it by letting your MSX powered-up for some hours if you have not used it for a long time and check if things are memorized after that).

You can replace that with an equivalent battery, or by a combination of two batteries. It looks like the VG-8245 batteries are more likely to start leaking than the VG-8235 ones.

I think that the best is don't put any battery, but if you want, connect the battery to the board with cables, and put the battery as far away as possible of the board, and insulated with retractable plastic.

Two coin batteries, exactly as the 8235, but in another position.
Yes, you need to desolder the blue cilinder.