My question would be: given that current Wayland implementation kills all my windows when an error happens, in contrast with X11 where the session is killed but the windows are kept; what is the behavior of this compositor regarding errors?
Same, a crash will kill all of your applications. But that's also what happens when xorg-server crashes. The difference is that window management is usually handled in a separate process, and if that process crashes you don't lose the windows themselves. xorg-server is generally stable enough so long as your graphics drivers are stable and you don't do anything weird. It'll take time for Wayland compositors to become similarly mature.
There has been some discussion around making Wayland compositors that behave similarly, and on crash reslience with a Wayland-specific design as well, notably: