The problem was stupid, so solution was stupid too and gives a clue about how Spine reads sequenced images. It seems Spine doesn't like when sequence is named file_000.png, file_001.png etc It sees, all the files, everything looks normal, just last image is missing in sequence.
Renaming sequence to be file_0.png, file_1.png solved the problem. Why it's always missing the last frame in first case is mystery for me.Fixing Spine to read common naming convention for video sequences might be helpful.
Version is 4.2.1 Pro. on Windows 11.