It seems that this happens only with RDP connection.
When I use teamviewer everything is ok.
But TW is bad solution for some reason.
There should be some regestry tweaks to make it work with RDP.
There must be some OS API to wake and init gpu correctly in RDP session regardless of display connected or not.
Don't use RDP, it resides on too higher level to work with GPU properly.
I recommend to use RealVNC