Photoshop 22 losses color when saving files to png

Gene is right. Convert to sRGB if there is a possibility the file will be seen in an application without color management support.

I would strongly recommend that you don't use ProPhoto until you get more experience. ProPhoto is a very dangerous color space to use unless you're fully aware of all the implications, and you can take the necessary precautions. ProPhoto should never leave your machine, and you could even argue that it shouldn't leave Photoshop. It is, as pointed out, an editing color space, never an output color space.

The color profile should always be embedded in any case.