If iTunes is managing the location of your tracks, and you make any changes that may alter the metadata or move the file location, then yes, it might be the problem. Be sure to un-check this box:

Hi there,
I lost the Hot Cues I had set to my tracks. That's it. I didn't change my laptop or anything. Just entered rekordbox as always and about 80% of the Hot Cues were not there, and the tracks were not analyzed.
I have my library on Itunes and I have a playlist for each gender. When I download more music, I label each song with its gender and then send all tracks from each gender to its playlist in Itunes, skiping the repetitive files. Perhaps is that the problem?
Does anybody know why did it happened, and if there's a way to get my hot cues back? I spent a lot of time preparing the track!
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If iTunes is managing the location of your tracks, and you make any changes that may alter the metadata or move the file location, then yes, it might be the problem. Be sure to un-check this box:

Thank you very much! And is there any way to have all that settings back? Or I just have to do it all again?
If what I'm guessing happened, then unfortunately, no - it would be quicker and easier to recreate the work.