@SdeWeb Just a minute ago everything worked )) With all steps I described, instead of the 1st one.
I faced with issues when I installed Debian Jessie (https://www.armbian.com/orange-pi-zero/)
but when I tried Ubuntu Xential - everything worked!
By using this img time to time my OrangeZero stops to respond. I'll investigate this later.
But for now I'm happy I set up MYS.
Thanks everyone who was trying to help. And I believe someone would find this post useful, with trying another img.