Hey!
My Throttle Failsafe event is RTL, but what happens if in this moment there is no connection with GPS (This is of course a small chance) Will it automatically change to LAND?
What are the risks of using multicopter without gps locked and should i use GPS failsafe(if yes which function?)
'd like to hear your experiences and recommendations 
I’m sorry for unprofessional question.
Yes, the copter will LAND, even if you have the GPS failsafe set to ALT_HOLD.
I don’t recommend taking off without GPS lock. The copter will acquire a home position while it is in the air and will RTL to that point. It will even land the copter at that point if RTL_ALT is set to 0. This is something I am working on for 3.3. Pre-arm checks will prevent you from arming if you don’t have a GPS lock, and there will be an “indoor mode” that will ignore these checks but will not set home and will not go into any mode but stabilize, acro, alt_hold, sport, and loiter if you have optical flow (we will have px4flow properly integrated by then).
In fact, I currently use a pre-arm check to ensure that the EKF has started before I take off. This requires 10 seconds of a decent GPS lock. That pre-arm check is not in any public code, but I can definitely share if you want to build the code yourself.