Weapon Mastery stay at every reset, so the more you played the stronger you are ?

Correct, it stays at reset. The only time you lose some is if you die. The higher the class you are, the higher the % of prof you lose.

Obviously if you’re playing HC, then death means you lose everything.

It also requires you to get to higher levels every time u gain prof in something

Let's say that you're using swords and have 0 ranks into it, u will start get prof already from level 1.
But once you achiev rank 1, you will only get prof once the monster is 2 or higher

and you cannot lose any ranks in it, only earned %

let's say you are rank 2 and 40% in. If you die over and over again, you can max lose down to rank 2 and 0%

Talking from experience here I see