I changed GPU from Vega64 to RTX 2070SU, and clean installed Windows 10.
My issue is about different colors in Blender (screenshot shows my problem). In other software I have untouched colors/gamma, I really have no idea where is the problem. :(
(Already tried to change some settings in Control Panel of NVIDIA with no results)
I forgot to add information about version of Blender - that is Blender 2.83 BETA.
I tried to replicate it in Blender 2.82 - PROBLEM IS NOT THERE ANYMORE
edit2: It's common problem of this experimental build.