Finally, I cracked it! The problem was with the DHCP server, it wasn't cisco and seems to me, it has some different type of option 150, so ATA 187 didn't understand it (although cisco phones are alright with it).
What you can do it this situation:
1. Perform hard reset of your ATA, throw it's built in IVR
If it wouldn't help:
2. Throw the same IVR you can configure the address of TFTP server manually.
Hope, my experience will be helpful for somebody))