OK, for anyone interested to know what might be the problem - this might be somehow usefull for troubleshooting similar issues in other setups.
So, my setup for connection between Mac and XPEnology box was:
Mac -> Cisco SLM2008 switch -> Cisco SG 200-08 switch -> XPEnology box.
In theory all of components on the way support jumbo frames, so while finetuning setup I was enabling this gradualy on all components. What turned out is that SLM2008, despite its specification, does not always play well with jumbo frames. It was somehow blocking traffic between Mac on the way to XPE. Please note that all other traffic was going well! Only this very specific configuration was affected. After turning off jumbo frames on the swith everything started to work again. As I do have few similar swithces in my network, I replced it with another SG 200-08 one with jumbo frames enebled and again everything works fine. So this is pointing to conclusion that there is something wrong with SLM2008... Weird...
