Any resources stay bound to the context until you overwrite them, or call ClearState. If I were you, I would use the VS 2012 graphics debugger (or PIX, or Nsight, or AMD GPU PerfStudio) to capture a frame so that you can when and where the textures are getting bound and unbound. This should let you track down where your bug is.
Thank you for response.
I don't know why, but my VS2012 graphics debugger has very strange behavior - it doesn't debug shader code (may be because I compile them from .fx files at runtime, not from .hlsl by means of fxc.exe?), unable to capture screen when I re-size my window. In my current situation VS2012GD just captures black screens (but my application window actually shows something, it's not completely black) and does not allow me to target those captured black screenshots to look at their statistics gathered... Is it only me, or VS2012 graphics debugger is very, well, bugged? Also, how can I use PIX with Windows 8 SDK DX11 code? I tried, but unfortunately couldn't setup it.