Well, here is a sort of summary for others.
nmap was used for examining RDP port state. http://nmap.org/
Port Forwarding and Port triggering was set on router for port 3389.
From internet it was stated as closed, meaning that we got response icmp destination-unreachable.
Windows by default is not responding, but silently drops packets, so nmap instead of closed would say filtered(as without response).
Reason was Port triggering, port wasn't triggered to open from lan. After disable Port triggering, port 3389 was open on router and nmap was showing port filtered.
It was caused by routers dhcp server, that assigned another IP address to Windows PC. So after wezten assinged IP to MAC address of computer with RDP, it just works.
