An issue is solved
Followed your advise and focused on RW permissions.
I suspected a Marshmallow External SD/USB RW permission as a main reason of my problem... and obviously it was that.
It was a little bit tricky to resolve that becouse I was not able to install Amikit and download HDF and .uae configuration file on Internal SD. Amikit forced me to install itself on hidden directory storage/emulated/USER/0/data/sk.amiga.amikit.arm.
I had no access to this one and no possibility to copy OS3.9 files to the specified directory.
That forced me to install Amikit on extsd and download again HDF file to extsd. I have copy HDF file to Internal SD (with full RW permission) and edit uaeconfig manually (change path to HDF file). I was not able to change HDF path in UAE4ARM. UAE4ARM does not allow to go up to root directory (mnt etc.)
It took 4 hours but everything now works flawlessly
Is it any chance to update Amikit HDF v8? ( for example to 10)
Anyway. Thanks again for your help.
D'akujem vel'mi pekne. pozdravy
Dziekuje bardzo. Pozdrawiam