This is mainly to say that you can use canvas is xy plane at z=1
to draw the circle of the cone. Other than that, there are quite a few things that are very strange in the code beyond the fact that important line
is not defined, as mentioned in the comment. Any chance you could consider cleaning up these things before posting the code here?
\documentclass[border=5pt]{standalone}
\usepackage{tikz,tikz-3dplot}
\usetikzlibrary{patterns}%
\newcounter{iloop}
\def\relRad{0.3}
\def\RodLength{1.65}
\begin{document}
%\foreach \k in {10,20,...,200}{
\tdplotsetmaincoords{60}{110}%\110
\begin{tikzpicture}[scale=5,tdplot_main_coords,important line/.style={red}]
\useasboundingbox[tdplot_screen_coords] (-2.5,-1.5) rectangle (3,2);
\coordinate (O) at (0,0,0);
\node[red, left] at (O) {$O$};
\begin{scope}[purple]
\draw[thick,->] (O) -- (1.5,0,0) node[anchor=north]{$X$};
\draw[thick,->] (O) -- (0,1.5,0) node[anchor=west]{$Y$};
\draw[thick,->] (O) -- (0,0,1.5) node[anchor=south]{$Z=Z_0$};
\draw[thick,->] (O) -- (0.3,0,0) node[anchor=north, left]{$\vec i$};
\draw[thick,->] (O) -- (0,0.3,0) node[near end, below]{$\vec j$};
\draw[thick,->] (O) -- (0,0,0.3) node[anchor=south, right]{$\vec k$};
\end{scope}
% \draw [opacity=1,important line] (-0.5,-0.5,1) -- (0.5,0.5,1) -- (0,0,0) -- cycle;%big triangle
\begin{scope}[canvas is xy plane at z=1]
\draw[important line] (\tdplotmainphi-15:0.5)
-- (O) -- (\tdplotmainphi+180+15:0.5) ;
\draw[important line] (0,0) circle [radius=0.5cm];
\draw[ultra thick,shorten >=-1.5cm] (O) -- (\tdplotmainphi-15:0.5)
node[pos=1.3,above right]{$(\Delta)$};
\path (\tdplotmainphi-15:0.5) node[fill,circle,inner
sep=3pt,black,label=right:$M$]{};
\end{scope}
\tdplotsetrotatedcoords{30}{40}{10}%%changed
\begin{scope}[tdplot_rotated_coords,blue]
\draw[thick,->] (O) --++ (1.5,0,0) node[anchor=north]{$X_1$};
\draw[thick,->] (O) --++ (0,1.5,0) node[anchor=west]{$Y_1$};
%\draw[thick,->] (O) --++ (0,0,1.5) node[anchor=south]{$z_s$};
\draw[thick,->] (O) --++ (0.3,0,0) node[anchor=north, left]{$\vec e_{\rho}$};
\draw[thick,->] (O) --++ (0,0.3,0) node[near end, left]{$\vec e_{\varphi}$};
%\draw[thick,->] (O) --++ (0,0,0.3) node[anchor=south, right]{$\vec k_s$};
\end{scope}
\end{tikzpicture}%}
\end{document}

Here is a version that is an arguably a bit more faithful representation of your screen shot. As pointed out by Arnaud, you probably need other rotation angles. So here is something that looks IMHO OK.
\documentclass[border=5pt]{standalone}
\usepackage{tikz,tikz-3dplot}
\usetikzlibrary{patterns}%
\def\relRad{0.3}
\def\RodLength{1.65}
\begin{document}
%\foreach \k in {10,20,...,200}{
\tdplotsetmaincoords{60}{110}%\110
\begin{tikzpicture}[scale=5,tdplot_main_coords,important line/.style={red},
>=stealth]
\useasboundingbox[tdplot_screen_coords] (-2.5,-1.5) rectangle (3,2);
\coordinate (O) at (0,0,0);
\node[red, left] at (O) {$O$};
\begin{scope}[purple]
\draw[thick,->] (O) -- (1.5,0,0) node[anchor=north]{$X$};
\draw[thick,->] (O) -- (0,1.5,0) node[anchor=west]{$Y$};
\draw[thick,->] (O) -- (0,0,1.5) node[anchor=south]{$Z=Z_0$};
\draw[thick,->] (O) -- (0.3,0,0) node[anchor=north, left]{$\vec i$};
\draw[thick,->] (O) -- (0,0.3,0) node[near end, above right]{$\vec\jmath$};
\draw[thick,->] (O) -- (0,0,0.3) node[anchor=south, right]{$\vec k$};
\end{scope}
% \draw [opacity=1,important line] (-0.5,-0.5,1) -- (0.5,0.5,1) -- (0,0,0) -- cycle;%big triangle
\begin{scope}[canvas is xy plane at z=1]
\draw[important line] (\tdplotmainphi-15:0.5)
-- (O) -- (\tdplotmainphi+180+15:0.5) ;
\draw[important line] (0,0) circle [radius=0.5cm];
\draw[ultra thick,shorten >=-1.5cm] (O) -- (\tdplotmainphi-15:0.5)
node[pos=1.3,above right]{$(\Delta)$};
\path (\tdplotmainphi-15:0.5) node[fill,circle,inner
sep=3pt,black,label=right:$M$](M) {};
\end{scope}
\tdplotsetrotatedcoords{75}{0}{0}%%changed
\begin{scope}[tdplot_rotated_coords,blue]
\draw[thick,->] (O) --++ (1.5,0,0) node[anchor=north]{$X_1$};
\draw[thick,->] (O) --++ (0,1.5,0) node[anchor=west]{$Y_1$};
%\draw[thick,->] (O) --++ (0,0,1.5) node[anchor=south]{$z_s$};
\draw[thick,->,black] (O) --++ (0.5,0,0) coordinate(erho) node[above right]{$\vec e_{\rho}$};
\draw[dashed,black] (M) -- (erho);
\draw[thick,->] (O) --++ (0,0.3,0) node[near end, left]{$\vec e_{\varphi}$};
%\draw[thick,->] (O) --++ (0,0,0.3) node[anchor=south, right]{$\vec k_s$};
\end{scope}
\end{tikzpicture}%}
\end{document}

important line
defined?