Thank you for your reply!
1. The controllers (A, B) firmware version is TS250R021
2. Yeap, I have restarted the array, and you are right, it fixed, but for a while.
I have set new schedules for my 2 volumes with recurrence one time per hour (for testing) with 10 snapshots to retain. It created just 4 for both VD.
3. There are 3 volumes on array.
I assume that, perhaps, the problem in second schedule, I mean it had been creating snapshops on first VD for almost 3 years before I've set second schedule.