Sql server 2012 directly I insert in varbinary(max) column from image value. - Last 1 digits missing and value before 2 character after 0 added?

When I run your code, I get exactly what I expect:

declare @data varbinary(max)
set @data = 0xFFD8FFE0
select  @data

declare @data1 varbinary(max)
set @data1 = 0xFFD8FFE00
select  @data1

Gives

(No column name)
0xFFD8FFE0

(No column name)
0x0FFD8FFE00

Which is correct.
The problem is that you are expecting a "leading zero" on the first number, and it doesn't exist. When you store data in a VARBINARY column, it is stored as bytes - 8 bit unsigned quantities. but the data you enter is treated as pairs of hex digits, starting with the right hand end. So 0xFFD8FFE0 is stored as bytes:

FF D8 FF E0

and 0xFFD8FFE00 is stored as

0F FD 8F FE 00

If you don't provide an even number of digits, a "leading zero" is inserted in the data, as I would expect.