Hi Sebastien,
We have no watermark or stenography method implemented in PixInsight. It could be done as a module but this is not a priority for us at present.
We plan to support metadata in XMP (including AVL) format, but unfortunately this is still not implemented in PixInsight. We'll implement full XMP support and the related metadata editing tools during the 1.8 version cycle.
So for now, the quick answer is that we only support metadata as FITS header keywords in FITS files. For the rest of formats, besides the standard TIFF text items, existing metadata in images will be lost when you save them in PixInsight. I am aware that this is a limitation for some people, and will try to overcome it as soon as possible.