Is it possible to set a dropdown list parameter with read only?

Or hide a parameter, leaving only the url, is it possible?

No.

What’s the use-case for this?

I have a dashboard for all my customers. I have a parameter that selects the client, but I need to hide this parameter so one client doesn’t access the other. I currently use an iframe within my system and send the client code through the url.

Gotcha. Redash can’t to do this. It’s mentioned in the dashboard sharing segment the docs:

Beginning with Redash V8, an embedded dashboard may use parameters. But any user can modify them, which makes Redash the wrong tool for embedded analytics. Only share dashboards with trusted stakeholders.