Appearing a icon near time, why it appears and how i can remove it

That is the Voice Control icon; it means that it is waiting for your spoken input. Go to Settings/Accessibility/Voice Control and you can turn it off, or tap Open Voice Control Guide for guidance on how to use Voice Control.

As it is not in the list of icons

Status icons and symbols on your iPhone - Apple Support

I guess its an app running such as VPN

It is in that link:

I was looking for a blue one 🤦‍♂️

LD150 wrote:

I was looking for a blue one 🤦‍♂️

That was what I suspected 😏