So it was found out that an exception is thrown in NLog.Targets.MethodCallTarget.InitializeTarget() method while processing className parameter.
If we change
className="NLogTestSilver.MainPage, NLogTestSilver"
to
className="NLogTestSilver.MainPage, NLogTestSilver,
Version=1.0.0.0, Culture=neutral, PublicKeyToken=xxxxxxxxxxxxxxxx"
it works great.
Where xxxxxxxxxxxxxxxx is public key token of our assembley.