While cold crashing is it right to use a lid with an airlock?Do we risk to get oxygen in the fermentor fron the airlock(and as a result to oxidize our beer) while co2 leaves free space as it "goes" in our beer and leaves free space?
There's no need for an airlock. By the time you get to cold crashing, fermentation is done so the need for an airlock is gone. I seal the fermenter using a solid stopper before cold crashing.
The temperatures at which you cold crash are generally inhibitive of yeast working (unless you're lagering, that is).
On that note, I have had issues before when letting the beer clear at around 15 degrees celsius (59 f) outside of refrigeration, and noticing extra co2 being produced after primary. In this case you'd definitely be better off with an airlock.
If using a carboy as a fermenter, simply use sanitized foil over the top and neck. I've done this for years for ales and lagers with no ill effects.