At last i did it! Marcel Stör answer did help me to look for correct keewords and so on. Thank you.
The problem was that I was setting SecurityContext in bean that was not aware of Security filter chain. It was called on @PostConstruct and it was not right.
What I really needed was PRE_AUTH_FILTER and proper Spring security configuration. So PRE_AUTH_FILTER is in SpringSecurity filter chain puts authentication object correctly.