I unlocked device by triggering mass erase with writing right value (mass erase under reset, because reset pin was disabled) to MDM-AP control register. I started once with development of my own hardware / software SWD tool (never finished), so used this because didn't found anything for low level SWD operations by CMSIS-DAP using MCU-Link.
; Select MDM-AP control reg
SWD_REG_WRITE DP_RESEND_SELECT, ((001h << 24) | (001h << 2))
; Set BIT3 to force a system reset. Set BIT0 to cause mass erase.
SWD_REG_WRITE_AD AP_DRW, (BIT3 | BIT0)
I really don't understand why this is not covered by mass erase in MCUXpresso.
EDIT:
After device was unlocked I found note inside device reference manual (9.4.1 MDM-AP Control Register) related to my case. It was in front of my eyes all the time, but I didn't see it.

I am not sure if solution by Erich Styger using j-link should help in my case. Because here ...
https://wiki.segger.com/Kinetis_Series_Devices
there is ...
It is mandatory to connect the reset pin of the Kinetis devices to J-Link. Otherwise, proper functionality and a stable connection cannot be guaranteed.
Note: The Kinetis manuals advertise that a reset can also be issued via the MDM-AP, so no pin is required. However, this way is unreliable and does not work properly when trying to unsecure a secured device.
... and on my device reset pin was disabled.