Problem solved.

I rechecked everything and found super small exhaust leak. It was a hairline crack in the first, upstream CAT on the weld where cone is attached to the cylinder. Crack was so small that at low idle leak was only detectably when CAT was still cold. It is hard to belive system is so sensitive. After welding and several drive cycle (system goes through some kind of adjustment for the first 3-5 drive cycles) the codes did not showed up anymore.

Found similar problem and solution on the other forum.

So if you have both codes first check for the exhaust leak before the oxygen sensor replacement.