But I don't get the connection to the frequency setting. That issue still persists, right? Without any frequency specified, they still go right up to 500?
I dropped it all together, reinstalled fresh version of RPI and cgminer. Now it listens to me!

I remember messing with system commands, somehow I set cgminer as a system command and set it with parameters. Last thing I found - I could just run
sudo cgminer
and it will run with all parameter (including my wallet address and all) So you were right, I just don't remember how I did it, and really wondering now.
I usually start to learn linux/unix only when I need it and usually go deep into it, then don't use it for a while and loose the knowledge.
Thanks for helping me out with suggestions!