Or it was just a keylogger. This is typically the cause of these kinds of thefts.
Who knows. Do I have to delete this wallet and set new one? I am afraid setting new psswd is not enough. ..
If it was a keylogger, that will not do. As I understand, the safest is to use a separate computer, not connected to the internet, to store your wallet and sign transactions.
A Trezor may be just as good, although you must be careful when updating its firmware.