SOLVED!
I tried all your suggestions, but nothing worked.
Then I bought 2nd PCIe-to-4USB adapter, so now ALL risers are connected to those quad-USB adapters (not to single PCIe adapters).
And now it works like a charm!
Seems like my mobo MSI Z270-A Tomahawk is not capable of driving more than 3 GPUS directly via single-PCIe risers.
But Quad-riser did it's job. Weird, but it works.