Problem solved!
It is necessary to do Reprojection before using Land/Sea Mask. Strange, because even before that shp layer is showed in suitable place in the view.
However, with processing path as follows, everything is correct:
- Resampling (demand by SNAP even if you finally need only bands with the same spatial resolution, f.e. 2,3,4)
- Reprojection
- Import vector layer
- Land/Sea Mask.
Finally, it was connected with CRS, so thank you for inspiration and motivation!