How to debug if there is no possibility to enter into function ?
There is another detail - error message in the VS output window, that appears when .DLL is loaded for the 1st time (vsimk - the program, that calls my .DLL):
Unhandled exception at 0x77014621 in vsimk.exe: 0xC015000F: The activation context being deactivated is not the most recently activated one.

I found a trick that partially resolve the problem:
put in the application InitInstance() the following instruction:
afxAmbientActCtx = FALSE;

Partially means, that while the .DLL is loading for the 1st time it's OK, but all posterior loadings generate errors. Only solution - close the "top" application (those, that calls vsimk (this last one calls my .DLL)).