I realized that:
When I installed Obsidian for the first time, it was here:
d:\Documents_CESKO SLOVENSKO_\Julius Meinl\Obsidian\
Than I created new Vault called Lukas and Obsidian created new folder Lukas:
d:\Documents_CESKO SLOVENSKO_\Julius Meinl\Obsidian\Lukas\
In this folder Lukas with all notes was created folder .obsidian, where all created settings were stored.

Now, since yesterday, Obsidian is creating new settings folder not in Vault folder Lukas, but in level up folder OBSIDIAN.

So I copied all content from .obsidian folder to new .obsidian folder level up, it helped and solved my problem.
But why Obsidian changed settings folder location and is looking for it in different folder, is still question for me.