Thanks for all replies. Turned out that there was some problem with FBX version probably, plus that file I bought was far from well organized. I upgraded Blender to 2.77 and used this tutorial:
and it finally worked, so I'm posting it, maybe it will help someone. Also had weird problem where everything imported but not the armature of a model, after long research and digging through FBX import addon (crazy code, thousands of lines) I managed to pin it down to a loose root bone that was encountered before the real armature root bone, and it caused only that one wrong armature to be imported to Blender. I skipped the bad one by dirty hack in addon code and suddenly the correct armature appeard. I filled bug and I'm waiting for some reply from addon's maintainer so hopefully this will be resolved for all cases.