What is the difference between: single speed freewheel Shimano SF MX 30 and Shimano SF-1200 ?
Why those freewheels donesn't appear on shimano website?
P.S. From the pictures it's clear that the removal tools are different.
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The removal tool is the main difference. The one on the right is a more widely used fitting, and this is the tool you would want.The design on the left is more hassle to remove, so most companies use the other style now. Regarding your other question about freewheels, this MX 30 is a fine component, but the White Industries freewheels have a cartridge bearing and the ratchet has more points of engagement and is easier to service, etc. Well worth the money for the lifespan of a component like this.
Googling for "specs shimano sf-mx30" leads to a lot of hits from bike resellers, but none from shimano.com which confirms your findings.
The sf-1200 seems to be 16 tooth only, but the sf-mx30 is available in 16/17/18 tooth options.
Both are for 1/8" chain and both fit a standard freewheel mount of 1.370x24 tpi.
I suspect the main differences come down to tolerances and build quality. The black mx30 has far less of a "china-BSO" appearance than the 1200, and various reviews suggest that the mx30 is more reliable. You should search those out and compare yourself.
Though ultimately, what you get depends on availability.... if it is not in stock you can't have it and will have to settle or wait.