SOLVED! Finally
First I had to clone OS from M.2 disk to SATA SSD disk to free up PCIe lane. That was the catch.
Then I pulled out all GPUs, ONE BY ONE to determine, whether it is the catch on PCIe slot or on PCIe-to-USB adapter. And it was PCIe! Simply could not handle more than 3 GPUs directly attached to PCIe slots.
So I used:
- 3 GPUs via risers directly attached to mobo
- 1 GPU via M.2 PCIe adapter
- 4 GPUs via PCIe-to-USB adapter
Plugged in then 1-by-1, rebooted and WAITED few minutes after each reboot, until Win10 settled down. If GPU was not found, rebooted again. After 2 hours rebooting and plugging-in finally all 8 GPUs running