hm,....in fact they don't collide at all and there is no collisions drawn even after I unchecked sensors.
I've created new actor for explosion, set everything same way as before and it works, and collision shapes are drawn. So that was simply a bug, everything works now.
Also I noticed, that for old explosion I couldn't move collision shape with my mouse while editing and for new one I can. Something just broke for some reason and I was hitting a wall with my head for two days )))
Thanks a lot for your help =)