Thanks for your answer.
I rechecked everything you said and eventually ended up looking at openhab logs…
Apparently, I have two broker connection initialized. Don’t know how this happened.
2017-04-03 11:39:47.586 [ERROR] [t.mqtt.internal.MqttBrokerConnection] - MQTT connection to 'broker' was lost: Connection lost : ReasonCode 32109 : Cause : null
...
2017-04-03 11:39:57.729 [ERROR] [t.mqtt.internal.MqttBrokerConnection] - MQTT connection to 'mosquitto' was lost: Connection lost : ReasonCode 32109 : Cause : null
Same problem as in MQTT config under OH2
Solution in the topic suggest connecting with Karaf console but for some reason this does not work for me. Do I need to installed it first or something?