Long story short, after installing the last patches game started lags.
I tried to reinstal game and play without patches and everything is smooth again. So lags are caused by one of the last patches.
If you have same problem, do not use patches until new patches fix everything what old patches broken.
Funny thing, the same problem was in the first game.http://larian.com/forums/ubbthreads.php?ubb=showflat&Number=555361#Post555361