I was about to finish my run then this happened and I have no clue about why. Could you tell me why this happened and how do I avoid that in my next runs?

When you do the 0 star glitch there's a chance while it is active (although rare) that you will be teleported back to the airport. To avoid this you should save and load at some point to remove the glitch after completing Saint Mark's Bistro

Thank you and I also wonder how rare this is though, that's too unlucky... Oh and one more thing, I grabbed the RPG during Toreno's Last Flight and after I did monster I realized that I didn't have the RPG in my inventory. Did that happen because I grabbed it before the mission ended?

that's correct

Thank you again! I hope I'll get a pb one day despite these awkward buggy things.