I think, or rather hope, I solved it. I guess the solution should be the first think I should think of...
I was testing my USB pluging pendrive to the computer case USB ports. Seems, that if I plug it into mainboard port directly, it works fine...
I came to this idea, because the pendrive didn't work even if I booted from ecs rc4 CD with fat32. Was exactly the same behaviour. Due to your ideas, that it may be a hardware issue, I plugged it into mainboard and performed many file copies. Works so far (however max writing speed is ~2.3 MB/s).
The strange thing that remains is that eject from WPS popup menu does not have any effect and from the command line works.