Instead cold storage a lockdown mode address or Frozen Storage address could be added to bitcoin?
Depending on the wallet you are using, like on Electrum, you can make use of coin control to freeze input(s) or address freeze to freeze all inputs on an address. But if your seed phrase or private key is compromised, the attacker can unfreeze the inputs. And this is never meant for security purpose but just for privacy means of making transaction.
You have the option of cold storage like paper wallet, wallet on an airgapped device or hardware wallets. Alternatively, if you have different devices, you can still setup a multisig wallet. For maximum security, you can setup a multisig wallet on two or three hardware wallet.
1. Attacker might able to steal private key after user make a transaction from special address,but how do you plan to prevent this accident?
You do not have to make transaction before an attacker can compromise your wallet and steal coins. What is most important is to never let anyone know your see phrase or private key which can be used for the attack. People that are using online wallets are most vulnerable to this type of attack as they may click on ads, link ads and also visiting other sites that can introduce and install malware like Trojan horse on their device that can be used by the attacker to compromise your device.
2. How do someone veto a transaction which made by attacker where we can verify who's the owner or attacker without compromise owner privacy?
Better not to send to a scammer because this will most likely lead to loss that is not recoverable. Be careful of scammers. Once a transaction is confirmed, the transaction can not longer cancelled or reversed, while even transaction can not be reversed at all for non-RBF transactions.
3. Assuming a transaction is reversed, that means blocks would become invalid since it's hash (along with all next blocks) will become invalid? How do you plan to solve this problem?
51% attack? Bitcoin has the strongest blockchain. But making sure a transaction is confirmed before accepting it.