Thank you,
@WinSuk. It worked. Actually I made backup of that new install yesterday and after restoring today File Manager recognized .apk extension. First thing to install is Link2SD v3.5.2. Then all new apps go (are linked) to ext2 partition...
The reason I tried to install new CM11 ROM from the scratch was - suddenly I've noticed, that Superuser app has disappeared from my access. It's similar to what I've mentioned earlier - apps may disappeared, but after reboot they may come back. But in this case I made several reboots and still not see it... Permissions were kept correctly (apps, that were granted root access before still have it), but I can't grant root access to new apps anymore or see log of root access requests.
Then I tried to install SuperUser-3.1.3.apk (1,468,798; MD5: E0BC7B7284B68C9539B6EC6B306310E0) directly. It installs without errors, but it becomes somehow "irrelevant"... It doesn't show list of apps anymore, doesn't get system requests to provide (or not) permissions, etc. Installing it (Superuser-3.1.3-arm-signed.zip, B3C89F46F014C9DF7D23B94D37386B8A) from Recovery did not help either. That forced me to make new CM11 install form the scratch.
@WinSuk, do you have any advice on how to deal with it in case if Superuser app (UI to su) is suddenly gone? Reinstalling whole ROM from the scratch, while is refreshing, is time consuming process that I'd like to avoid.