I don't know what happen, anyone can help me ?

Try turning off all color management. Make sure the project bit depth matches the output bit depth. Without a screenshot of the timeline with all modified properties of the problem layer revealed (press 'uu') it is impossible to know if the color change is being caused by something in the timeline. 

Media players and the web will not show transparency. Import your rendered video into After Effects or Premiere Pro to see if you have transparency.  It looks like your screenshot is from a Media Player.

The easiest way to verify transparency is to select the Transparency Grid in the Comp Settings at the bottom of the Comp Panel. The easiest way to render with Transparency is to use the High Quality with Transparency preset in the Render Queue's Render Settings. Just click on the down arrow and check the list. Until you are an expert in video formats and standards, you should not fiddle with the presets. Just pick the one that suits your needs. 

When you import a video into After Effects and select it in the Project Panel, the Info to the right of the preview will tell you if you have successfully rendered an alpha channel. If you need transparency for a website, you have to buy a 3rd party plugin or use a program designed to create web graphics like Adobe Animate.