I found the answer in other case here https://stackoverflow.com/a/61673990/4796923. I pretty sure that this case will appear for other developers.

The problem in slug configuration:

Original configuration

$GLOBALS['TCA']['tx_news_domain_model_news']['columns']['path_segment']['config'] = [
    'type' => 'slug',
    'size' => 50,
    'generatorOptions' => [
        'fields' => ['title'],
        'replacements' => [
            '/' => '-'
        ],
    ],
    'fallbackCharacter' => '-',
    'eval' => 'uniqueInSite',
    'default' => ''
];

option eval' => 'uniqueInSite' don’t work if you need use Entitties over cross website, so you need replace to eval' => 'unique'

And all works. Im my case also was needed add routeValuePrefix: '' in routing config like

aspects:
  fund_slug:
    type: PersistedAliasMapper
    tableName: tx_lloyd_domain_model_fund
    routeFieldName: slug
    routeValuePrefix: ''

But for tx_news firs fix works