Finally found a solution for skein issues with sgminer problem and got it running but performance is disappointing - I get around 170MHs per one RX580 while on on single GTX 1070 Ti I get around 660MH. So if anyone wondered is it worth to mine this on AMDs - absolutely not unless maybe you got Vega. If anyone else got better results for AMD Polaris cards please do let me know.
RX570 4G - 254MHs! RX560 4G - 123MHs! sgminer 5.3.1 Win10*64
GPU#0:ASUS GTX 1080 Ti, 945.36MH/s
[2017-12-22 02:20:58] GPU#0:ASUS GTX 1080 Ti, 3.5MH/W, 0.51MH/Mhz
[2017-12-22 02:20:58] GPU#0:ASUS GTX 1080 Ti, 67C(F:43%) 1867/5508MHz(273W)
untuned