I managed to pass Phoenix "neither dp1.0 nor dp2.0 was found for the product" stage and I have found that it doesn't detect phone too.
Device Manager doesn't detect any device as I connect N9 to USB.
Looks like there is some kind of short circuit in USB port of N9 which makes it think it is already connected to PC at the same time as it doesn't want to connect to PC. Sort of.