1. I am choosing the item in the collection.
2. I press on delete button.
3. The item vanishes and do not appear in the trash bin.

Note: I changed my default zotero folder a month ago, may be zotero deletes item to the default folder but i cannot see it because zotero is looking to other folder.

I believe that is expected behavior. Pressing the Delete key while in a collection is equivalent to "Remove item from collection," not "Delete from Library." The quote below is from the link Rintz posted.

Removing an Item from a Collection

To remove an item from a collection, select it and press the Delete or Backspace key. You can also right-click (control click on Mac) and select “Remove Selected Item”.

This will only remove this item from the individual collection, not from My Library or other collections.

The thing to remember is that "Remove" is not the same as "Delete." Reread Rintze's link carefully, observing carefully that distinction.

Note: you get a confirmation dialogue when you delete from the Library, by not when you remove from a collection.