Thanks for the replies, at first i thought i shouldn't use slerp as i couldn't simply transfer from one orientation to another, and really need angular velocity. Then i realized i can use slerp to create angular velocity if i simply lerp between identity quaternion and Q1->Q2 quaternion.
What i did:
get quaternion that points from matrix 1 to matrix 2: Q1 -> Q2
to get this i did q = Q1^(-1) * Q2
now q is orientation that is requires to rotate Matrix 1 to Matrix 2
to get a small part of this orientation every frame update
quatnow = XMQuaternionSlerp(XMQuaternionIdentity(), m_vAdjustQuat, fElapsedTime / CLIENT_POSITION_ADJUST_TIME);
m_mWorldMat = XMMatrixRotationQuaternion(quatnow)*m_mWorldMat;
This looks kinda promising but there are still some visible lags.