Seems I sorted it out.
1. X install should be run as following:
yum -y groupinstall “Desktop” “Desktop Platform” “X Window System”
yum -y install xorg-x11-server-Xvfb
2. All steps from https://www.nomachine.com/AR10K00710 should be run as USER. Except the nxserver restart.
I create user’s script that contain all of those instructions and run it each time after server reboot.
After that I can use NX with my VDS as needed.