Hello. Is there control for amount (limits) of transparent (opacity) rays in karma, esspecialy xpu?

Do you mean opacity or transmission?

Regarding XPU...

For opacity, we use stochastic techniques (rather than ray propagation) so there is no conceptual limit to the number of layers which can be passed through.

For transmission, there is the usual "Refraction Limit" which can be found in the render-geometry-settings. Or just in the display options in the viewport. (ie hit "d" key when the viewport is active). the setting should be right there.