Thank you for your answer!
I checked access rights for Python installation folder. My user has R+W access rights. Even more, I tried usind user with admin rights, but it didn't help. I try to compile my code to EXE file using pyinstaller module, it packs necessary files into EXE, to allow running the script on PC without Python, but result is the same: it works if I run it manually, and don't if I run it via scheduler.