I would like to use a fixed zoom (400%) and follow a moving object on the clip.
I did try to combine the "auto mask" effect to generate the keyframes, and import the keyframes in the "Position and zoom" effect.
Tried several times, it just does not work.
How to achieve this?

You need a transition to import keyframes:

https://www.youtube.com/watch?v=U5xsknddF2E