i lost signal with my phantom 3 pro and remote. My last command Was a forward one. Question : do the phantom when i lost signal was still going foward or he stay in place?

Depends on setting in the DJI Go. Usually it goes home.

If signal is lost the phantom should return.  If you flew a long way down wind there may not have been enough battery power to make it all the way back.  In this case the phantom lands before the battery is completely dead.  Looks like you were flying over a forest, this would make looking for the phantom along the RTH flight line very difficult.  Sorry for you loss.