Hello Sergi,
If you try to use the "Preserve Memory" option on protected flash space used by KMS then the debugger interface may have done a mass erase.
The fact that now you are getting hard fault is a good indication of the KMS library being erased.
The only fix I can offer is to replace the MCU with another factory programmed part.
Once replaced make sure that this time:
1) to not try to use any of the advanced settings to preserve the memory.
2) to grab the latest P&E Eclipse updates. Here is a snap-shot of my KDS3.2 Help --> installation details information:

I understand that P&E will be updating their eclipse plug ins very soon. This might also include a firmware update for the multilink and the developement hardware. Check this out by going to www.pemicro.com/opensda/
I've just tested this with KDS3.2 with the installation profile above and a P&E Multilink FX Rev A with good result. I was able to download the reference project to my hardware and run and debug from the multilink.
For communication with the KMS GUI did you maintain a serial link to the PC ?