SHAPE LAYER DISAPPEAR WITH CINEMA 4d

Only basic shapes and strokes will successfully convert to vector layers. Add effects, blends, gradient fills, gradient strokes, brushes, or anything more stylistic in Illustrator, and the conversion will fail. 

The only Illustrator files that you intended to extrude using the C4D rendering engine or layers you need to apply shape layer animators, animate the actual vector path, or copy the vector path to use as a motion path should be converted to Shape layers. There is no advantage for any other layers. 

The layers that disappear have some effect applied that makes them incompatible with the process. To diagnose your specific problem, you need to examine all properties of the failed layers and figure out what things can be eliminated so they artwork can be converted to shape layers. Often, the only solution is to duplicate the problem layer, remove all effects, brushes, blends, and gradients so the duplicate is just a simple stroke and fill layer, then convert only that layer to a shape layer.