So... I don't even know if VO has a fixed X,Y,Z coordinate fixed system, for each sector.
If so, is it possible to create a plugin that displays my actual X,Y,Z position on HUD?

It is not possible to get the coordinates of yourself or other objects.

I wonder why

It depends what the purpose is you're trying to achieve, but broadly speaking draugath is right

Just a way to localize myself. As we don't have an in-sector map (yet).

Nope that's not possible with the API at the moment

"I wonder why"

To make it harder to create autopilots.

That's a good reason.