Hi @jgautierit  Please find the answer below:

In the first scenario, I created a VM, created a PD with this VM and deleted the VM in Prism.I restored one of the snapshot and was able to restore the VM.

Question : Will the PD be able to still work despite that the VM was restored with the same name (obviously some ID might have changed ?!).  

Answer: Yes, PD will still continue to work even after you restore the VM from the PD.

In the second scenario, I created a VM but this time without PD. I created a snapshot using take snapshot within the VM options in Prism. Then I deleted the VM (with the option to delete snapshots not selected). I was able to see the snapshot using acli but the only way to recover this type of snap would be to specify the VM name which obviously does not exist in Prism anymore.

Question: How can you recover from this situation? 

Answer: Ideally it's not recommended to recover a snapshot from such a scenario. We encourage to you use Protect Domain to protect the VM. As it is user-friendly and consistent 

Please refer Protection Domain and DR guide for reference

https://portal.nutanix.com/page/documents/details/?targetId=Prism-Element-Data-Protection-Guide-v5_17%3APrism-Element-Data-Protection-Guide-v5_17