Hi!
Thanks for guidance! I removed dc-dc step-down converter and connected AUX, TXD and RXD from module through pull-up resistors to 5V. Unfortunately I still get the same message. I also tried to use my another module (which is working fine with Arduino Pro Mini) which doesn’t have voltage dividers at all (e.g. M0, M1 and RXD are connected directly), but it doesn’t change the situation.
I’ve checked with leds that pins 3-7 which I’m using to connect module from my Arduino Pro Micro work fine.