I think I found the solution - DTMF type must be set in 2.1.5 System Options and NOT in 5.2.16 MGI Options (under MGI3 - this does not affect MGI16 card).

The other setting is in SIP Phone Information 2.7.2

In system options I've set DTMF type to Inband(In Voice), in SIP Phone Information I've set DTMF type to RFC2833.

I have to check if the other issue is still present (SIP doorphone not disconnecting the call).