Hi ruslan, sorry for delay.
I am not sure but I think I did not change anything in RF_Config.h but found out that the radio needs to be connected to those pins 50, 51, 52. Have a look at the mega pinout sheet. It tells you that 50=miso, 51=mosi, 52=sck. So I connected the radio to those pins and it worked. That configuration runs on a sensor without ethernet shield. I believe that it has nothing to do with the shield but more with that special mega pinout.
Could you simply remove the shield, attach the radio and download a sensor sketch to make sure that the mega and the radio work together. After that step attach the shield and try again with a gateway sketch.
