wow thank you Giulio, so definitely not a good idea to convert through rsIDs... So now I would not go through rsIDs anymore when trying to liftOver but always use only chr:pos...
I was using the chain file from UCSC http://hgdownload.soe.ucsc.edu/goldenPath/hg19/liftOver/hg19ToHg38.over.chain.gz but I see from your link that there are different ones actually. Which one do you suggest? I will read more.