Yes my subdomain in the different directory

So you need to point the vendor/autoload.php from that directory. 

Do you mean I need to loading upload.php on my main domain? (here is wp site). It'll be really expensive (and I think not valid) solution..
I tryed just to make request to elgg service /services/api/rest/xml?method=check.mylogin
maybe is exist any other possibility to check the session?

No i never asked you to upload anything.

Let me explain you with an examples.

Let's say my main website is located at /home/user/public_html/ and my subdomian is located at /home/user/public_html/subdomain.

Now you will have to link your autoload.php file from your subdomain to your main domain. In the above scenario the path will be /home/user/public_html/subdomain/vendor/autoload.php

Hope, this helps. If you are still not able to understand, I would recommend that you hire a developer to do so.

Thank you for your attention to my question, maybe I will reorganize the structure,

now I have a little bit different:

domain: /home/user/public_html/domain

subdomain: /home/user/public_html/subdomain

so I have permission problem from domain to subdomain

Reorganized the structure, but I have conflicts with wordpress' core methods after \Elgg\Application::start();

Maybe any other solution with check loggedIn?

Maybe any other solution with check loggedIn?

https://elgg.org/discussion/reply/view/2914179/2913692

Done it!

If will be interesting to somebody, you can create elggObject when user loggedIn with ip metadata and request it by this IP from any other site. (Don't forget delete it, before user signing out)

Thank you everyone who tried to help.