Without using CONSTRAINT doesn't work and in such case the name is choosed by Firebird, not for me.

For add a Primary Key to a table we can write:

ALTER TABLE MyTable ADD PRIMARY KEY (ID);

or we can write:

ALTER TABLE MyTable ADD CONSTRAINT MyPK PRIMARY KEY (ID);

In the first case, the Firebird puts the name of the Primary Key, in the second case we choose that name, but...

Why sometimes the first case fails and the second case always work?

But (just sometimes) the first case fails.