now allegro makes artwork in VECTOR format, because of it in CAM350 and
other tools are split my layers in different layers (for example, masks, conductors, shapes, shapes boundaries etc.)
You have it backwards - composites are raster, but here's how to fix it.
Load the composite layers, (one at a time is easiest), into CAM350, use Utilities - Convert Composite - this will create a single layer from the composite, export the resultant layer to the same name as the one imported - problem solved.
This problem is unique to only a few cam packages - a lot of them will automatically convert to a single layer.