At low speed when in second gear under acceleration I heard loud bang from clutch transmission area. It doesnt happen all the time, but once a day, or something like  that. After that creepy sound bike continues normally. What could it be? Looks like second gear engaged with some delay?

I don't like to be a bearer of bad news but if sounds like that were coming from my bike it would be gear box out and inspect it.  Quite possibly the gear engagement dogs.

Rick, did you mean gear selector 1 and 2 gear?

I would hazard a guess that the 2nd gear is not meshing properly. It probably has bent the selector which in turn stops the gears meshing far enough and then the gear will jump out occasionally then slowly get worse. It is usually a series of missed shifts that causes it to start happening. You could get the dogs repaired by a machine shop but I would be looking for a good used set.

Hi Nino - have a look at the recent thread 'Frame to transmission bolts'.
I fitted a 2nd hand box to test it out for a mate and I experienced something similar to that which you describe. When I stripped the unit down to investigate I couldn't see anything badly wrong. There was some slight deformation to the side wall of the selector drum groove at the point where the selector roller would be sitting when second gear was selected. I talked to various people and concluded that the wedge shape of the gear dogs must have been altered sufficiently to cause the mating dogs to want to separate under load. I still have this box in pieces somewhere so after Rick's comment, I'll take a closer look for other distortion of the selector components. 
At the time, a very experienced BMW mechanic assured me that the quickest way to kill a k bike gearbox is to accelerate to high revs in 1st prior to changing to 2nd. I think it was Rick who pointed out to me back then that 1st  and 2nd gears are separated by a bigger % ratio margin than any of the other increments up the range. Hence what you can get away with between eg 4th to 5th, the box design cannot accommodate between 1st and 2nd.

I have spare gearbox which I intend to mount on bike. I am still driving with problematic second gear and noticed that second try to dissengage only under acceleration load but not every time. Just for test I put ABRO gaerbox additive to see would it help.
In my situation a lot of short city run with  semi cold engine&gearbox caused problem.