As I have a search head cluster and I create an app on just one member , after rolling restart ,my app was deleted, is there any way to recover that deleted app?
I dont think you will be able to recover the deleted app.
The CM sync with SH and if it finds an app, not in CM but in SH, it deletes it.
So, I would suggest you keep a copy of the app in your cluster master. This will prevent it from deleting.
Once the app is present in CM, you can do changes in SH, that won't go away.