OK. Solved !
I wrote a new sketch simple as possible. then I pushed upload button and immediately I made a board reset. (During these few seconds it is connected on port9, I suppose) Arduino IDE was be able to upload that sketch to the board. After that I made a new reset of the board and the COM association is came back normal (few seconds on COM9 and then keep up on COM8) and the new sketch work fine (I can see messages on port monitor).
So I can tell you the problem is in my original sketch that, in some way break the connection.
Thank you all guys again for support
The ATmega32U4 used in the Leonardo includes USB, so it can be "stuck" in a seemingly damaged way. The Teensy 2.0 (that also uses the ATmega32U4) is a little more robust with problems like this. But, it seems you've figured out what you need to do. This won't be the last time either, it happens often. I also have problems when doing ultra-low powered sketches that turn off the USB interface. Kind of hard to upload to the CPU if the sketch turns off the USB. You may want to avoid doing this with an Leonardo till you're a little more experienced.
Another good tip is to add a 2 second delay at the start of your sketch when doing something that could get you stuck. That should give you enough time to make sure you don't end up in bad situation.