Update:
I changed Arduino Board from Arduino Mega R3 to Arduino UNO board. I placed my protoshield above UNO-board and now I got following response:
Starting sensor (RNNNA-, 2.0.0)
TSM:INIT
RF24:write register, reg=0, value=14
RF24:write register, reg=3, value=3
RF24:write register, reg=4, value=95
RF24:write register, reg=5, value=76
RF24:write register, reg=6, value=39
RF24:read register, reg=6, value=39
RF24:read register, reg=5, value=76
RF24:write register, reg=16, value=115
RF24:write register, reg=29, value=6
RF24:write register, reg=2, value=2
RF24:write register, reg=1, value=0
RF24:write register, reg=28, value=3
RF24:flushRX
RF24:flushTX
RF24:write register, reg=7, value=112
TSM:RADIO:OK
RF24:write register, reg=2, value=3
RF24:write register, reg=1, value=1
RF24:start listening
RF24:write register, reg=0, value=15
RF24:write register, reg=10, value=9
TSP:ASSIGNID:OK (ID=9)
TSM:FPAR
RF24:stop listening
RF24:write register, reg=0, value=14
RF24:open writing pipe, recipient=255
RF24:write register, reg=10, value=255
RF24:write register, reg=16, value=255
RF24:send message to 255, len=7
RF24:flushTX
RF24:write register, reg=7, value=48
RF24:MAX_RT
RF24:flushTX
RF24:start listening
RF24:write register, reg=0, value=15
RF24:write register, reg=10, value=9
TSP:MSG:SEND 9-9-255-255 s=255,c=3,t=7,pt=0,l=0,sg=0,ft=0,st=bc:
TSM:FPAR
RF24:stop listening
RF24:write register, reg=0, value=14
RF24:open writing pipe, recipient=255
RF24:write register, reg=10, value=255
RF24:write register, reg=16, value=255
RF24:send message to 255, len=7
RF24:flushTX
RF24:write register, reg=7, value=48
RF24:MAX_RT
RF24:flushTX
RF24:start listening
RF24:write register, reg=0, value=15
RF24:write register, reg=10, value=9
TSP:MSG:SEND 9-9-255-255 s=255,c=3,t=7,pt=0,l=0,sg=0,ft=0,st=bc:
RF24:read message, len=8
RF24:write register, reg=7, value=64
TSP:MSG:READ 0-0-9 s=255,c=3,t=8,pt=1,l=1,sg=0:0
TSP:MSG:FPAR RES (ID=0, dist=0)
TSP:MSG:PAR OK (ID=0, dist=1)
TSM:FPAR:OK
TSM:ID
TSM:CHKID:OK (ID=9)
TSM:UPL
TSP:PING:SEND (dest=0)
RF24:stop listening
RF24:write register, reg=0, value=14
RF24:open writing pipe, recipient=0
RF24:write register, reg=10, value=0
RF24:write register, reg=16, value=0
RF24:send message to 0, len=8
RF24:flushTX
RF24:write register, reg=7, value=48
RF24:start listening
RF24:write register, reg=0, value=15
RF24:write register, reg=10, value=9
TSP:MSG:SEND 9-9-0-0 s=255,c=3,t=24,pt=1,l=1,sg=0,ft=0,st=ok:1
RF24:read message, len=8
RF24:write register, reg=7, value=64
TSP:MSG:READ 0-0-9 s=255,c=3,t=25,pt=1,l=1,sg=0:1
TSP:MSG:PONG RECV (hops=1)
TSP:CHKUPL:OK
TSM:UPL:OK
TSM:READY
Setup... end.
RF24:stop listening
RF24:write register, reg=0, value=14
RF24:open writing pipe, recipient=0
RF24:write register, reg=10, value=0
RF24:write register, reg=16, value=0
RF24:send message to 0, len=9
RF24:flushTX
RF24:write register, reg=7, value=48
RF24:start listening
RF24:write register, reg=0, value=15
RF24:write register, reg=10, value=9
TSP:MSG:SEND 9-9-0-0 s=255,c=3,t=15,pt=6,l=2,sg=0,ft=0,st=ok:0100
RF24:stop listening
RF24:write register, reg=0, value=14
RF24:open writing pipe, recipient=0
RF24:write register, reg=10, value=0
RF24:write register, reg=16, value=0
RF24:send message to 0, len=12
RF24:flushTX
RF24:write register, reg=7, value=48
RF24:start listening
RF24:write register, reg=0, value=15
RF24:write register, reg=10, value=9
TSP:MSG:SEND 9-9-0-0 s=255,c=0,t=17,pt=0,l=5,sg=0,ft=0,st=ok:2.0.0
RF24:stop listening
RF24:write register, reg=0, value=14
RF24:open writing pipe, recipient=0
RF24:write register, reg=10, value=0
RF24:write register, reg=16, value=0
RF24:send message to 0, len=8
RF24:flushTX
RF24:write register, reg=7, value=48
RF24:start listening
RF24:write register, reg=0, value=15
RF24:write register, reg=10, value=9
TSP:MSG:SEND 9-9-0-0 s=255,c=3,t=6,pt=1,l=1,sg=0,ft=0,st=ok:0
RF24:read message, len=9
RF24:write register, reg=7, value=64
TSP:MSG:READ 0-0-9 s=255,c=3,t=15,pt=6,l=2,sg=0:0100
Incoming message: 15
RF24:stop listening
RF24:write register, reg=0, value=14
RF24:open writing pipe, recipient=0
RF24:write register, reg=10, value=0
RF24:write register, reg=16, value=0
RF24:send message to 0, len=21
RF24:flushTX
RF24:write register, reg=7, value=48
RF24:start listening
RF24:write register, reg=0, value=15
RF24:write register, reg=10, value=9
TSP:MSG:SEND 9-9-0-0 s=255,c=3,t=11,pt=0,l=14,sg=0,ft=0,st=ok:MySensorDioder
RF24:stop listening
RF24:write register, reg=0, value=14
RF24:open writing pipe, recipient=0
RF24:write register, reg=10, value=0
RF24:write register, reg=16, value=0
RF24:send message to 0, len=12
RF24:flushTX
RF24:write register, reg=7, value=48
RF24:start listening
RF24:write register, reg=0, value=15
RF24:write register, reg=10, value=9
TSP:MSG:SEND 9-9-0-0 s=255,c=3,t=12,pt=0,l=5,sg=0,ft=0,st=ok:2.0.0
RF24:stop listening
RF24:write register, reg=0, value=14
RF24:open writing pipe, recipient=0
RF24:write register, reg=10, value=0
RF24:write register, reg=16, value=0
RF24:send message to 0, len=7
RF24:flushTX
RF24:write register, reg=7, value=48
RF24:start listening
RF24:write register, reg=0, value=15
RF24:write register, reg=10, value=9
TSP:MSG:SEND 9-9-0-0 s=0,c=0,t=4,pt=0,l=0,sg=0,ft=0,st=ok:
RF24:stop listening
RF24:write register, reg=0, value=14
RF24:open writing pipe, recipient=0
RF24:write register, reg=10, value=0
RF24:write register, reg=16, value=0
RF24:send message to 0, len=7
RF24:flushTX
RF24:write register, reg=7, value=48
RF24:start listening
RF24:write register, reg=0, value=15
RF24:write register, reg=10, value=9
TSP:MSG:SEND 9-9-0-0 s=1,c=0,t=26,pt=0,l=0,sg=0,ft=0,st=ok:
Request registration...
RF24:stop listening
RF24:write register, reg=0, value=14
RF24:open writing pipe, recipient=0
RF24:write register, reg=10, value=0
RF24:write register, reg=16, value=0
RF24:send message to 0, len=8
RF24:flushTX
RF24:write register, reg=7, value=48
RF24:start listening
RF24:write register, reg=0, value=15
RF24:write register, reg=10, value=9
TSP:MSG:SEND 9-9-0-0 s=255,c=3,t=26,pt=1,l=1,sg=0,ft=0,st=ok:2
RF24:read message, len=8
RF24:write register, reg=7, value=64
TSP:MSG:READ 0-0-9 s=255,c=3,t=27,pt=1,l=1,sg=0:1
Node registration=1
Init complete, id=9, parent=0, distance=1, registration=1
Wheel position changed.
Wheel position: 0
Hue value of the Wheel position: 0
Send command to lights.
Bright: 0
Red: 0
Green: 0
Blue: 0
RGB in HEX: 000000
RF24:stop listening
RF24:write register, reg=0, value=14
RF24:open writing pipe, recipient=0
RF24:write register, reg=10, value=0
RF24:write register, reg=16, value=0
RF24:send message to 0, len=11
RF24:flushTX
RF24:write register, reg=7, value=48
RF24:start listening
RF24:write register, reg=0, value=15
RF24:write register, reg=10, value=9
TSP:MSG:SEND 9-9-0-0 s=0,c=1,t=3,pt=4,l=4,sg=0,ft=0,st=ok:0
RF24:stop listening
RF24:write register, reg=0, value=14
RF24:open writing pipe, recipient=0
RF24:write register, reg=10, value=0
RF24:write register, reg=16, value=0
RF24:send message to 0, len=13
RF24:flushTX
RF24:write register, reg=7, value=48
RF24:start listening
RF24:write register, reg=0, value=15
RF24:write register, reg=10, value=9
TSP:MSG:SEND 9-9-0-0 s=1,c=1,t=40,pt=0,l=6,sg=0,ft=0,st=ok:000000
Now sketch seems to work. I will continue by adding IKEA DIODER Leds. More info later.