Hello, I work on the project and I use a vector layer. I want to make a fade with an opacity animation. That work, but when I save the project the animation key disappear. Did I make a manipulation krita cannot make ?

You can't animate a vector layer so it's surprising that you can put opacity keyframes on a vector layer and have them play in the timeline and then render the result out to video.

However, it is possible but it's not saved. Maybe this was never intended and so the opacity keyframe animation information is not saved. Maybe it's an oversight and it could be saved. This would need a developer to make a comment. You could raise a bug report about it now if you like.

To get around this, you can make a copy of your vector layer and do Layer -> Convert -> to Paint Layer, then use all the animation functions on that paint layer and have them saved properly.

An alternative method, that will work on a vector layer, is to give it a transparency mask and then animate the transparency mask. This does work and the animated transparency mask will be saved correctly. For a simple full image opacity fade, this is lots of work with the fill tool on every frame of the animated transparency mask and so, in your case, it would be easier to use opacity keyframes on an animated paint layer.