I`ve googled and opened some ports in the router settings, now instead of "connection failed" it shows "game is private", the same as when connecting with hamachi`s virtual IP. Game was in public mode, although I`m not sure this setting affects direct IP connection.
Ports are 27000-27015, 23243, 23253, 23232.
At the same time free Tunngle VPN + connect via LAN worked fine. My friend was able to connect without any problems. Steam connection also works, obviosly.
All this leaves me wondering, if direct IP works at all, not counting connections inside one LAN, behind one router, as Phenomen did.