drop down product filter

And the last question – can I change drop down design to checkbox product filter without worries to lost some information?

Hello, @gortyi.
Most of available product filters can be shown as drop down or checkbox.
You always can change how it will be displayed on frontend in filters settings: https://prntscr.com/kyto2h without worries to lost something.
If you’re new to WooCommerce extensions on WordPress, I recommend you to read general instruction about how to use WooCommerce Product Filter by WooBeWoo here:
https://woobewoo.com/documentation/getting-started-with-woocommerce-filter/