I don't know if this has been asked before but I am just curious if you could do this.

When you switch between Gloomy and Jolly side it says check all of your game zones, does that count your sideboard?

I don't believe so. The sideboard is not an in play or out of play zone.

From the AGR:

4. A zone of play is an area where cards can be during a game. There are three in play zones in UFS: card pool,
staging area, and momentum. There are five out of play zones in UFS: deck, hand, discard pile, transition, and
removed from game.

Zero Cross said:

Cool, I figured but just checking in case it comes up at the store.