USB Bus Powered with LDO device example
Why the LDO regulator voltage needs to supply 1.8V to 2.8V


It doesn't need to, it can if that is your design requirement. The documentation basically says that if you use low (2.7~3.6V) or ultra low (0.8~2.7V) voltage components then FT232 will be able to communicate with them.


  There is a problem in doing this?


No problem whatsoever, that's what PWREN# and SLEEP# are there for. You only need only one of them, though. It is the same signal, inverted.


  The voltage source ... not the 3.3V from LDO, correct?


Since you connect LED to CBUS pins it has to be powered from VccIO, so unfortunately you will be adding this load to LDO. You can use a single LED though, configured for both Tx and Rx (see section 7.5)


  FT232 can interrupt the current to my microcontroller, am I right?


You second image shows "external power supply", which is opposite of "supply to external logic" that you are trying to do (I think).

Since FT232 uses same 3.3V for its own needs the power should be available to you as well, as long as it is plugged into USB host. Note that you can only draw up to 50 mA from it.


  What do you think about these schematics



In both pictures LEDs should be connected to VccIO.
In the second case if you indeed want to power your device from 3V3OUT these two LEDs will eat huge part of available power. Consider getting rid of them altogether.
On both pictures you connect resistor network to RESET#. This is only done for self-powered configuration, which would make sense for "external power supply" wording, but then the connection from it to 3V3OUT should be removed. 


In general, both schematics look like you started designing self-powered device and finished as bus-powered. You need to decide on this first, because it defines the rest.

UPDATE

Your updated schematics is much better. No identity crisis anymore. It is typical bus powered application circuit that should work without problems. I would suggest three tiny changes (to improve robustness you were asking about).


Since you are not driving LED by CBUS pin you can connect it before LDO. This will reduce LDO current a little bit and slightly reduce dissipated heat.
The required 10uF input capacitor on LDO makes suggested 4.7uF capacitor redundant, especially if all components placed close on the PCB as they should be. So, i'd remove 4.7uF.
If it is all the same to you, I'd use 22uF output capacitor instead of 10uF. It'll improve the stability.