Sorry guys, the problem is on my side:

// instead of
  request( 0, S_LIGHT );
// should be
  request( 0, V_LIGHT );

I don't know why this mistake leads to such behavior, but now it's ok.

I think mysensors sleep function is not suitable for this purpose.
Here is example from avr/sleep.h:

  #include <avr/interrupt.h>
  #include <avr/sleep.h>
  
  ...
    set_sleep_mode(<mode>);
    cli();
    if (some_condition)
    {
      sleep_enable();
      sleep_bod_disable();
      sei();
      sleep_cpu();
      sleep_disable();
    }
    sei();

Sorry guys, the problem is on my side:

// instead of
  request( 0, S_LIGHT );
// should be
  request( 0, V_LIGHT );

I don't know why this mistake leads to such behavior, but now it's ok.

Well, seems like the problem is on domoticz side.
I've change note to request switch state (instead of dimmer) from controller on boot.

-- set dimmer to 31
7/7/2019, 10:50:07 PMnode: 2be13ec4.72cdd2
domoticz/out/MyMQTT/90/1/1/0/3 : msg.payload : string[2]
"31"
7/7/2019, 10:50:07 PMnode: 2be13ec4.72cdd2
domoticz/out : msg.payload : string[265]
"{↵ "Battery" : 255,↵ "Level" : 31,↵ "RSSI" : 12,↵ "description" : "",↵ "dtype" : "Light/Switch",↵ "id" : "0000005A",↵ "idx" : 2,↵ "name" : "Light",↵ "nvalue" : 2,↵ "stype" : "AC",↵ "svalue1" : "31",↵ "switchType" : "Dimmer",↵ "unit" : 1↵}↵"
7/7/2019, 10:50:08 PMnode: 2be13ec4.72cdd2
domoticz/in/MyMQTT/90/0/1/0/2 : msg.payload : string[1]
"1"
7/7/2019, 10:50:09 PMnode: 2be13ec4.72cdd2
domoticz/in/MyMQTT/90/1/1/0/3 : msg.payload : string[2]
"31"
-- switch off
7/7/2019, 10:50:10 PMnode: 2be13ec4.72cdd2
domoticz/out/MyMQTT/90/1/1/0/2 : msg.payload : string[1]
"0"
7/7/2019, 10:50:11 PMnode: 2be13ec4.72cdd2
domoticz/out : msg.payload : string[265]
"{↵ "Battery" : 255,↵ "Level" : 31,↵ "RSSI" : 12,↵ "description" : "",↵ "dtype" : "Light/Switch",↵ "id" : "0000005A",↵ "idx" : 2,↵ "name" : "Light",↵ "nvalue" : 0,↵ "stype" : "AC",↵ "svalue1" : "31",↵ "switchType" : "Dimmer",↵ "unit" : 1↵}↵"
-- confirm from node
7/7/2019, 10:50:12 PMnode: 2be13ec4.72cdd2
domoticz/in/MyMQTT/90/0/1/0/2 : msg.payload : string[1]
"0"
7/7/2019, 10:50:13 PMnode: 2be13ec4.72cdd2
domoticz/in/MyMQTT/90/1/1/0/3 : msg.payload : string[1]
"0"
7/7/2019, 10:50:14 PMnode: 2be13ec4.72cdd2
domoticz/out : msg.payload : string[248]
"{↵ "Battery" : 90,↵ "RSSI" : 12,↵ "description" : "",↵ "dtype" : "Light/Switch",↵ "id" : "0000005A",↵ "idx" : 1,↵ "name" : "Light",↵ "nvalue" : 0,↵ "stype" : "AC",↵ "svalue1" : "100",↵ "switchType" : "On/Off",↵ "unit" : 0↵}↵"
-- reboot node
7/7/2019, 10:50:22 PMnode: 2be13ec4.72cdd2
domoticz/in/MyMQTT/90/255/0/0/17 : msg.payload : string[5]
"2.3.1"
7/7/2019, 10:50:22 PMnode: 2be13ec4.72cdd2
domoticz/in/MyMQTT/90/255/3/0/6 : msg.payload : string[1]
"0"
7/7/2019, 10:50:23 PMnode: 2be13ec4.72cdd2
domoticz/out/MyMQTT/90/255/3/0/6 : msg.payload : string[1]
"M"
7/7/2019, 10:50:24 PMnode: 2be13ec4.72cdd2
domoticz/in/MyMQTT/90/0/0/0/3 : msg.payload : string[0]
""
7/7/2019, 10:50:25 PMnode: 2be13ec4.72cdd2
domoticz/in/MyMQTT/90/1/0/0/4 : msg.payload : string[0]
""
7/7/2019, 10:50:26 PMnode: 2be13ec4.72cdd2
domoticz/in/MyMQTT/90/255/3/0/11 : msg.payload : string[14]
"Battery dimmer"
7/7/2019, 10:50:27 PMnode: 2be13ec4.72cdd2
domoticz/in/MyMQTT/90/255/3/0/12 : msg.payload : string[3]
"1.1"
-- i assume this is request from node
7/7/2019, 10:50:28 PMnode: 2be13ec4.72cdd2
domoticz/in/MyMQTT/90/0/2/0/3 : msg.payload : string[0]
""
7/7/2019, 10:50:29 PMnode: 2be13ec4.72cdd2
domoticz/in/MyMQTT/90/255/3/0/0 : msg.payload : string[2]
"90"
-- here is switch 100(????) from domoticz
7/7/2019, 10:50:30 PMnode: 2be13ec4.72cdd2
domoticz/out/MyMQTT/90/0/2/0/3 : msg.payload : string[3]
"100"
7/7/2019, 10:50:31 PMnode: 2be13ec4.72cdd2
domoticz/in/MyMQTT/90/0/1/0/2 : msg.payload : string[1]
"1"
7/7/2019, 10:50:32 PMnode: 2be13ec4.72cdd2
domoticz/in/MyMQTT/90/1/1/0/3 : msg.payload : string[3]
"100"
7/7/2019, 10:50:32 PMnode: 2be13ec4.72cdd2
domoticz/out : msg.payload : string[248]
"{↵ "Battery" : 90,↵ "RSSI" : 12,↵ "description" : "",↵ "dtype" : "Light/Switch",↵ "id" : "0000005A",↵ "idx" : 1,↵ "name" : "Light",↵ "nvalue" : 1,↵ "stype" : "AC",↵ "svalue1" : "100",↵ "switchType" : "On/Off",↵ "unit" : 0↵}↵"
7/7/2019, 10:50:32 PMnode: 2be13ec4.72cdd2
domoticz/out : msg.payload : string[266]
"{↵ "Battery" : 90,↵ "Level" : 100,↵ "RSSI" : 12,↵ "description" : "",↵ "dtype" : "Light/Switch",↵ "id" : "0000005A",↵ "idx" : 2,↵ "name" : "Light",↵ "nvalue" : 1,↵ "stype" : "AC",↵ "svalue1" : "100",↵ "switchType" : "Dimmer",↵ "unit" : 1↵}↵"
7/7/2019, 10:51:22 PMnode: 2be13ec4.72cdd2
domoticz/out/MyMQTT/0/0/3/0/18 : msg.payload : string[4]
"PING"
7/7/2019, 10:51:22 PMnode: 2be13ec4.72cdd2
domoticz/in/MyMQTT/0/255/3/0/22 : msg.payload : string[7]
"1899265"

Hi guys

First of all, I want to say thank you for such a great lib as MySensors
I'm pretty new and experimenting.
And possibly, there is some bug...
Config: MySensorsESP8266MQTT gw + Domoticz + one node (merge batteryPowered + dimmableLight).
There are two sensors in node: 0 - switch, 1 - dimmer.
I know you want to see sources, here it is

/*
   The MySensors Arduino library handles the wireless radio link and protocol
   between your home built sensors/actuators and HA controller of choice.
   The sensors forms a self healing radio network with optional repeaters. Each
   repeater and gateway builds a routing tables in EEPROM which keeps track of the
   network topology allowing messages to be routed to nodes.

   Created by Henrik Ekblad <henrik.ekblad@mysensors.org>
   Copyright (C) 2013-2018 Sensnology AB
   Full contributor list: https://github.com/mysensors/MySensors/graphs/contributors

   Documentation: http://www.mysensors.org
   Support Forum: http://forum.mysensors.org

   This program is free software; you can redistribute it and/or
   modify it under the terms of the GNU General Public License
   version 2 as published by the Free Software Foundation.

 *******************************

   DESCRIPTION

   This is an example that demonstrates how to report the battery level for a sensor
   Instructions for measuring battery capacity on A0 are available here:
   http://www.mysensors.org/build/battery

*/



// Enable debug prints to serial monitor
#define MY_DEBUG

// Enable and select radio type attached
#define MY_RADIO_RF24
//#define MY_RADIO_NRF5_ESB
//#define MY_RADIO_RFM69
//#define MY_RADIO_RFM95

#include <MySensors.h>

int BATTERY_SENSE_PIN = A0;  // select the input pin for the battery sense point

uint32_t SLEEP_TIME = 900000;  // sleep time between reads (seconds * 1000 milliseconds)
int oldBatteryPcnt = 0;

#define LED_PIN 3      // Arduino pin attached to MOSFET Gate pin
#define FADE_DELAY 10  // Delay in ms for each percentage fade up/down (10ms = 1s full-range dim)

static int16_t currentLevel = 0;  // Current dim level...

MyMessage lightMsg(0, V_LIGHT);
MyMessage dimmerMsg(1, V_DIMMER);

void setup()
{
  // use the 1.1 V internal reference
#if defined(__AVR_ATmega2560__)
  analogReference(INTERNAL1V1);
#else
  analogReference(INTERNAL);
#endif

  request( 1, V_DIMMER );
}

void presentation()
{
  present( 0, S_LIGHT );
  present( 1, S_DIMMER );
  sendSketchInfo("Battery dimmer", "1.1");
}

uint32_t readVcc() {
  auto admux = ADMUX;

  // Read 1.1V reference against AVcc
  // set the reference to Vcc and the measurement to the internal 1.1V reference
#if defined(__AVR_ATmega32U4__) || defined(__AVR_ATmega1280__) || defined(__AVR_ATmega2560__)
  ADMUX = _BV(REFS0) | _BV(MUX4) | _BV(MUX3) | _BV(MUX2) | _BV(MUX1);
#elif defined (__AVR_ATtiny24__) || defined(__AVR_ATtiny44__) || defined(__AVR_ATtiny84__)
  ADMUX = _BV(MUX5) | _BV(MUX0);
#elif defined (__AVR_ATtiny25__) || defined(__AVR_ATtiny45__) || defined(__AVR_ATtiny85__)
  ADMUX = _BV(MUX3) | _BV(MUX2);
#else
  ADMUX = _BV(REFS0) | _BV(MUX3) | _BV(MUX2) | _BV(MUX1);
#endif

  delay(2); // Wait for Vref to settle
  ADCSRA |= _BV(ADSC); // Start conversion
  while (bit_is_set(ADCSRA, ADSC)); // measuring

  uint8_t low  = ADCL; // must read ADCL first - it then locks ADCH
  uint8_t high = ADCH; // unlocks both

  uint32_t result = (high << 8) | low;

  result = 1125300 / result; // Calculate Vcc (in mV); 1125300 = 1.1*1023*1000

  ADMUX = admux;

  delay(2); // Wait for Vref to settle

  return result; // Vcc in millivolts
}


void receive(const MyMessage &message)
{
  if (message.type == V_LIGHT || message.type == V_DIMMER) {

    //  Retrieve the power or dim level from the incoming request message
    int requestedLevel = atoi( message.data );

    // Adjust incoming level if this is a V_LIGHT variable update [0 == off, 1 == on]
    requestedLevel *= ( message.type == V_LIGHT ? 100 : 1 );

    // Clip incoming level to valid range of 0 to 100
    requestedLevel = requestedLevel > 100 ? 100 : requestedLevel;
    requestedLevel = requestedLevel < 0   ? 0   : requestedLevel;

    Serial.print( "Changing level to " );
    Serial.print( requestedLevel );
    Serial.print( ", from " );
    Serial.println( currentLevel );

    fadeToLevel( requestedLevel );

    // Inform the gateway of the current DimmableLED's SwitchPower1 and LoadLevelStatus value...
    send(lightMsg.set(currentLevel > 0));

    // hek comment: Is this really nessesary?
    send( dimmerMsg.set(currentLevel) );


  }
}

/***
    This method provides a graceful fade up/down effect
*/
void fadeToLevel( int toLevel )
{

  int delta = ( toLevel - currentLevel ) < 0 ? -1 : 1;

  while ( currentLevel != toLevel ) {
    currentLevel += delta;
    analogWrite( LED_PIN, (int)(currentLevel / 100. * 255) );
    delay( FADE_DELAY );
  }
}

void loop()
{
  static long lastMillis = millis() - 60001;
  if (millis() - lastMillis < 60000) {
    return;
  }
  lastMillis = millis();


  Serial.print("Voltage: ");
  Serial.println(readVcc());

  // get the battery Voltage
  int sensorValue = analogRead(BATTERY_SENSE_PIN);
#ifdef MY_DEBUG
  Serial.println(sensorValue);
#endif

  // 1M, 470K divider across battery and using internal ADC ref of 1.1V
  // Sense point is bypassed with 0.1 uF cap to reduce noise at that point
  // ((1e6+470e3)/470e3)*1.1 = Vmax = 3.44 Volts
  // 3.44/1023 = Volts per bit = 0.003363075

  int batteryPcnt = sensorValue / 10;
  batteryPcnt = 90;

#ifdef MY_DEBUG
  float batteryV  = sensorValue * 0.003363075;
  Serial.print("Battery Voltage: ");
  Serial.print(batteryV);
  Serial.println(" V");

  Serial.print("Battery percent: ");
  Serial.print(batteryPcnt);
  Serial.println(" %");
#endif

  if (oldBatteryPcnt != batteryPcnt) {
    // Power up radio after sleep
    sendBatteryLevel(batteryPcnt, true);
    oldBatteryPcnt = batteryPcnt;
  }
}

The problem is: when I turn to switch off in domoticz and restart the node, it goes back to the previous dimmer value.

17526 GWT:IMQ:TOPIC=domoticz/out/MyMQTT/90/1/2/0/3, MSG RECEIVED
17534 TSF:MSG:SEND,0-0-90-90,s=1,c=2,t=3,pt=0,l=2,sg=0,ft=0,st=OK:50 <-- set dimmer to 50
18043 TSF:MSG:READ,90-90-0,s=0,c=1,t=2,pt=1,l=1,sg=0:1
18048 GWT:TPS:TOPIC=domoticz/in/MyMQTT/90/0/1/0/2,MSG SENT
18055 TSF:MSG:READ,90-90-0,s=1,c=1,t=3,pt=2,l=2,sg=0:50
18060 GWT:TPS:TOPIC=domoticz/in/MyMQTT/90/1/1/0/3,MSG SENT
66986 GWT:IMQ:TOPIC=domoticz/out/MyMQTT/0/0/3/0/18, MSG RECEIVED
66992 GWT:TPS:TOPIC=domoticz/in/MyMQTT/0/255/3/0/22,MSG SENT
174098 GWT:IMQ:TOPIC=domoticz/out/MyMQTT/0/0/3/0/18, MSG RECEIVED
174104 GWT:TPS:TOPIC=domoticz/in/MyMQTT/0/255/3/0/22,MSG SENT
281211 GWT:IMQ:TOPIC=domoticz/out/MyMQTT/0/0/3/0/18, MSG RECEIVED
281217 GWT:TPS:TOPIC=domoticz/in/MyMQTT/0/255/3/0/22,MSG SENT
387296 GWT:IMQ:TOPIC=domoticz/out/MyMQTT/0/0/3/0/18, MSG RECEIVED
387302 GWT:TPS:TOPIC=domoticz/in/MyMQTT/0/255/3/0/22,MSG SENT
465838 GWT:IMQ:TOPIC=domoticz/out/MyMQTT/90/1/1/0/2, MSG RECEIVED
465838 GWT:IMQ:TOPIC=domoticz/out/MyMQTT/90/1/1/0/2, MSG RECEIVED <-- receive command from domoticz
465846 TSF:MSG:SEND,0-0-90-90,s=1,c=1,t=2,pt=0,l=1,sg=0,ft=0,st=OK:0 <-- set dimmer to 0
466355 TSF:MSG:READ,90-90-0,s=0,c=1,t=2,pt=1,l=1,sg=0:0  <-- confirm for switch
466360 GWT:TPS:TOPIC=domoticz/in/MyMQTT/90/0/1/0/2,MSG SENT
466367 TSF:MSG:READ,90-90-0,s=1,c=1,t=3,pt=2,l=2,sg=0:0  <-- confirm for dimmer
466372 GWT:TPS:TOPIC=domoticz/in/MyMQTT/90/1/1/0/3,MSG SENT
490926 GWT:IMQ:TOPIC=domoticz/out/MyMQTT/0/0/3/0/18, MSG RECEIVED
490932 GWT:TPS:TOPIC=domoticz/in/MyMQTT/0/255/3/0/22,MSG SENT
596418 TSF:MSG:READ,90-90-255,s=255,c=3,t=7,pt=0,l=0,sg=0:
-- rebooting node
596424 TSF:MSG:BC
596425 TSF:MSG:FPAR REQ,ID=90
596428 TSF:PNG:SEND,TO=0
596430 TSF:CKU:OK
596432 TSF:MSG:GWL OK
596902 TSF:MSG:SEND,0-0-90-90,s=255,c=3,t=8,pt=1,l=1,sg=0,ft=0,st=OK:0
598039 GWT:IMQ:TOPIC=domoticz/out/MyMQTT/0/0/3/0/18, MSG RECEIVED
598045 GWT:TPS:TOPIC=domoticz/in/MyMQTT/0/255/3/0/22,MSG SENT
598466 TSF:MSG:READ,90-90-0,s=255,c=3,t=24,pt=1,l=1,sg=0:1
598471 TSF:MSG:PINGED,ID=90,HP=1
598481 TSF:MSG:SEND,0-0-90-90,s=255,c=3,t=25,pt=1,l=1,sg=0,ft=0,st=OK:1
598494 TSF:MSG:READ,90-90-0,s=255,c=3,t=15,pt=6,l=2,sg=0:0100
598502 TSF:MSG:SEND,0-0-90-90,s=255,c=3,t=15,pt=6,l=2,sg=0,ft=0,st=OK:0100
598508 TSF:MSG:READ,90-90-0,s=255,c=0,t=17,pt=0,l=5,sg=0:2.3.1
598514 GWT:TPS:TOPIC=domoticz/in/MyMQTT/90/255/0/0/17,MSG SENT
598521 TSF:MSG:READ,90-90-0,s=255,c=3,t=6,pt=1,l=1,sg=0:0
598526 GWT:TPS:TOPIC=domoticz/in/MyMQTT/90/255/3/0/6,MSG SENT
598654 GWT:IMQ:TOPIC=domoticz/out/MyMQTT/90/255/3/0/6, MSG RECEIVED
598662 TSF:MSG:SEND,0-0-90-90,s=255,c=3,t=6,pt=0,l=1,sg=0,ft=0,st=OK:M
598669 TSF:MSG:READ,90-90-0,s=0,c=0,t=3,pt=0,l=0,sg=0:
598674 GWT:TPS:TOPIC=domoticz/in/MyMQTT/90/0/0/0/3,MSG SENT
598680 TSF:MSG:READ,90-90-0,s=1,c=0,t=4,pt=0,l=0,sg=0:
598685 GWT:TPS:TOPIC=domoticz/in/MyMQTT/90/1/0/0/4,MSG SENT
598692 TSF:MSG:READ,90-90-0,s=255,c=3,t=11,pt=0,l=14,sg=0:Battery dimmer
598698 GWT:TPS:TOPIC=domoticz/in/MyMQTT/90/255/3/0/11,MSG SENT
598705 TSF:MSG:READ,90-90-0,s=255,c=3,t=12,pt=0,l=3,sg=0:1.1
598711 GWT:TPS:TOPIC=domoticz/in/MyMQTT/90/255/3/0/12,MSG SENT
598718 TSF:MSG:READ,90-90-0,s=255,c=3,t=26,pt=1,l=1,sg=0:2
598730 TSF:MSG:SEND,0-0-90-90,s=255,c=3,t=27,pt=1,l=1,sg=0,ft=0,st=OK:1
598740 TSF:MSG:READ,90-90-0,s=1,c=2,t=3,pt=0,l=0,sg=0:
598745 GWT:TPS:TOPIC=domoticz/in/MyMQTT/90/1/2/0/3,MSG SENT
598757 TSF:MSG:READ,90-90-0,s=255,c=3,t=0,pt=1,l=1,sg=0:90
598762 TSF:MSG:ACK REQ
598766 TSF:MSG:SEND,0-0-90-90,s=255,c=3,t=0,pt=1,l=1,sg=0,ft=0,st=OK:90
598772 GWT:TPS:TOPIC=domoticz/in/MyMQTT/90/255/3/0/0,MSG SENT
599267 GWT:IMQ:TOPIC=domoticz/out/MyMQTT/90/1/2/0/3, MSG RECEIVED
599275 TSF:MSG:SEND,0-0-90-90,s=1,c=2,t=3,pt=0,l=2,sg=0,ft=0,st=OK:50 <-- here is a wrong value received
599785 TSF:MSG:READ,90-90-0,s=0,c=1,t=2,pt=1,l=1,sg=0:1
599790 GWT:TPS:TOPIC=domoticz/in/MyMQTT/90/0/1/0/2,MSG SENT
599796 TSF:MSG:READ,90-90-0,s=1,c=1,t=3,pt=2,l=2,sg=0:50 <-- confirmed

I appreciate any help with this problem. Thanks!