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
From internet it was stated as
closed, meaning that we got response
Windows by default is not responding, but silently drops packets, so nmap instead of closed would say
filtered(as without response).
Port triggering, port wasn't triggered to open from lan. After disable
Port triggering, port 3389 was open on router and nmap was showing
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.