I kept on wondering how a set-up electrum wallet got hacked when every keys are saved perfectly, could it be that a close friend to op got access to his keys?
It could be, but it doesn't necessarily have to be. Electrum is only a software wallet. Anything which compromises the device it is installed on can compromise the wallet and potentially steal the keys or coins held within. If the device it is installed on is connect to the internet, then there is a significant risk. If the device it is installed on is used for daily browsing, visiting a variety of websites, downloading files, social media, emails, etc., then there is a very significant risk.
If your electrum wallet is properly kept secured and backed up, every keys saved in a private place especially offline, downloaded from a right electrum website, any possibility that the coin in the wallet could be stolen by unknown hacker?
The "offline" part is the important part of this sentence. If you are using Electrum in an airgapped set up, with it installed on a device which never connects to the internet, paired with a watch only wallet on an internet enabled device, then such a set up done correctly is very safe and very difficult to be hacked. If, on the other hand, you are using Electrum on an internet connected device as described above, then it is significantly less safe.