Interesting. I've wondered at a few of the moves I have seen in analyzing my own games as well.
Stockfish Blunders.

This is white to move and mate in 5. The game was resigned when black moved Qc5+ and the R was on b1 with white to move. White did not see Qd4 saves the Q and resigned. The original analysis showed . . .Rbxb2 (after Qd4). If you make that move - the position shown, then take it back, the analysis line shows it as the second best move with white to mate in 5
This screen shows the second time I analyzed the game. Note the M-5 for the best response.

This is white to move and mate in 5. The game was resigned in this position except the R was on b1 with black to move. The original analysis showed Rbxb2. If you make that move - the position shown, then take it back, the analysis line shows it as the second best move with white to mate in 5
This screen shows the second time I analyzed the game. Note the M-5 for the best response.
The depth of Stockfish mentioned on your analysis is depth 18, which like approx equivalent to 0.1 second analysis strength on your PC.
If 10,000 users request analysis and their server has 100 cpu they will provide 0.01 cpu time from server per user.
To get proper analysis, download pgn and use own PC Stockfish.
This is white to move and mate in 5. The game was resigned in this position except the R was on b1 with black to move. The original analysis showed Rbxb2. If you make that move - the position shown, then take it back, the analysis line shows it as the second best move with white to mate in 5
This screen shows the second time I analyzed the game. Note the M-5 for the best response.
The depth of Stockfish mentioned on your analysis is depth 18, which like approx equivalent to 0.1 second analysis strength on your PC.
If 10,000 users request analysis and their server has 100 cpu they will provide 0.01 cpu time from server per user.
To get proper analysis, download pgn and use own PC Stockfish.
well the li***** stockfish at depth 18 already saw mate in 5
(actually 16 or 17)

This is white to move and mate in 5. The game was resigned in this position except the R was on b1 with black to move. The original analysis showed Rbxb2. If you make that move - the position shown, then take it back, the analysis line shows it as the second best move with white to mate in 5
This screen shows the second time I analyzed the game. Note the M-5 for the best response.
Rbxb2 is marked as "good" but not the best move. But yes, the analysis needs a bit more "thinking" depth.

If you look closely at the screen shot. It says that Rbxb2 is good. It says QxQ is best, then it says +m5 for white. It is plenty deep to see the mate in 5. Why does it say blacks move is not a blunder? QxQ was the only good move for black.
You dont need this site's engine. Stockfish 13 is free, and this client is also free:
http://scidvspc.sourceforge.net
That's all you need. Install the client, download stockfish, and configure the client to start up and use Stockfish 13.
Alternatively you could get chessbase but it's paid and expensive, but you can configure it to use your downloaded stockfish 13.
The issue with online analysis on a site of this magnitude is it runs at a very low depth, because frankly, they can't dedicate a full multi-core processor to each user that requests analysis. You have one at home, probably. Take advantage of it.

No the queen can't move from the diagonale because the king behind

Google traduction :
I think a lot of hitting led to a faster checkmate than 5 hitting. For him a blow which leads to mate in 5 instead of 2 is good because it allows to resist longer.
I have often noticed this type of different appreciation of humans.
Conversely one day I made a move which makes me win a tower so the game in the medium term. He told me that I blundered as my shot ended up winning the game. In fact I hadn't seen that another hit made me win the Queen instead of the Tower, hence her blundering assessment which was wrong for a human. It was just a missed gain.

You dont need this site's engine. Stockfish 13 is free, and this client is also free:
http://scidvspc.sourceforge.net
That's all you need. Install the client, download stockfish, and configure the client to start up and use Stockfish 13.
Alternatively you could get chessbase but it's paid and expensive, but you can configure it to use your downloaded stockfish 13.
The issue with online analysis on a site of this magnitude is it runs at a very low depth, because frankly, they can't dedicate a full multi-core processor to each user that requests analysis. You have one at home, probably. Take advantage of it.
I downloaded the scid. I can't make heads or tails of it. Oye, I thought chess was complicated.
This is the biggest blunder I've seen in the analysis.