I got a chest which unlocks random scenario but i lost current one. Should i still unlock it or i unlocks only on win?
Any gold/treasure/XP you get in a scenario, you keep regardless of win/lose.
So, you keep it.
That said, any treasure that you get (generally speaking, the chests), can only be gotten once. So when you set up the scenario again for your 2nd play through, don't place the chest.