@m26872
I'm sorry and promises to improve 
@Mariusz
In my case the solution was in MyConfig.h file (in my case C:\Program Files (x86)\Arduino\libraries\MySensors):
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Disable function MY_DISABLED_SERIAL 
 commenting lines 49
 // #define MY_DISABLED_SERIAL
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Disable function MY_DEBUG 
 commenting lines 36
 //#define MY_DEBUG
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Correct connection is on my pictures enclosed in the above comment 
Board   | Transmit |  Receive  |  PWM Unusable
Arduino Uno     |   9   |      8   |      10  <----- Form https://www.pjrc.com/teensy/td_libs_AltSoftSerial.html .... (& other ATMEGA328)
Arduino Leonardo  |  5   |    13  |     (none)
Arduino Mega   |   46   |     48   |    44, 45
DE and RE -> Pin 2
RO -> Pin 8
DI -> Pin 9
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To check the hardware and connections run the "Example Program" from https://www.pjrc.com/teensy/td_libs_AltSoftSerial.html 
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Use development branch