Can anyone confirm this to me please.
Does a check valve has a different had loss value, if it's installed in a vertical or horizontal pipe?
It depends on the style of the check valve.

There are check valves that will not operate in a vertical or horizontal position ("flapper check and ball check).

What is "a different had loss value"...???

That's something else.  It is static head, not frictional flow head.  Valves, pipes, other flow elements have frictional losses.  Elevation change doesn't, it has "elevation losses".

As for any valve, Cv doesn't change with orientation.  What does change is the pressure drop across the valve.  That changes slightly with orientation, if installed with an angle to the horizontal, due to the density of the fluid x elevation difference between inlet and outlet that will result.

So use the formula above for frictional head or pressure loss, being sure that your known inlet or outlet pressure includes that due to elevation considerations, as it should, then the total pressure drop across the valve will be the sum of that calculated by Cv formula  plus or minus the fluid density x valve length x sin(alpha), where alpha = angle that the valve makes with the horizontal plane.   

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