>> OpenOCD log is below. I think there is a problem with reset_config. I have connected stlink and my board only by 4 wires - VCC, SWDIO, SWDCLK and GND. Could it couse the problem?
Yes, OpenOCD uses the Hardware reset (this is specified within stm32f1x.cfg) ⇒ You need to connect the NRST pin (recommended)
If this is not possible (due to design limitation), then use software reset instead.