Are all the features of Vegas Pro 11 included in Vegas Pro 22?
Yes, but hidden. Some features are replaced or became obsolete, but still can be reactivated in the deprecated features list. Only feature I know that's not longer present in VP22 is the DV/HDV capturing feature.
Are there features in VP11 who are very important to you?
I went from 12 to more recent versions and most of the features are the same (either exactly the same or updated).
There are also many new features added since the days of 11 (video levels are set automaticlally, native LUT support, HDR support, new color grading panel, etc.)