Ty all for trying to help 
After long conversation with tech support they confirmed that my old boy CPU is the cause of this problem because it doesn’t support some required CPU instructions. So I need to replace it with the newer one.
It’s kind of funny that I need to upgrade my PC to play The Burning Crusade or Classic.
I managed how to play WoW Classic again: I asked my friend to send me archive of his C:\World of warcraft folder (without WTF, Cache, Interface and Logs folders). Then I unpacked it and now I can play again. Still can’t install the new one but able to play existing game at least.