It looks like the problem originated from BIOS specifics on this machine (an HP-made BIOS providing an absurdly limited set of options). The MB itself is also HP-made non-standard one. It has three SATA ports (invisible to ARC loader), 1 port PCIe x1 and some others.
Just for testing I installed PCIex1-to-SATA adapter card to MB PCIe x1 port. It is IOCrest 2 Port SATA III PCI-e 3.0 x1 Controller Card (Jmicron Chipset). And ARC loader recognized the drive connected to adapter. So the problem is solved and DSM now boots as expected.
Thanks for replies! It helped me!