Now I will be doing a bit more reading about electrical side, try to draw some drawings. Have couple of questions for now
1. About x axis (long one ) home and limit sensors. As I am using one sensor for homing and limits I will have senor traveling with the gantry (one sensor on each side of the gantry) and it will see a bolt in the extrusion channel in each end of the machine. How will I make them bolts in each side to be in exactly the same position so gantry will be square when it reach the sensors?
You will need to be able to adjust one of the bolts when the machine is built so that you will be able to square the gantry by moving it one way or the other. In Mach3 you will set it up with homing and shared.

2. As my vfd is a bit different I don't rellly get how to control it with external signal from mach? That Chinese manual is not very clearly written. Lets say I want to start spindle . Do I need to short RUN terminal with GND terminal or I need to use 5v or maybe 12v inputs and then to set it in parameters?
Yes if you want a switch to start it. Or you can use a relay contact to closed it and then control it with the gcode with and M3 to start and M5 to stop. In this case you will have to change some parameters in the vfd. There is a list on the forum that Jonathan started a while ago for setting up an VFD.

3. Bought 13 liters tank for coolant I think should be ok? I had a tiny aquarium pump 1000l/h wich probably will not be powerful enough to lift the water all the way to the spindle, so might be looking for something bigger. I was thinking use car antifreeze and mix it with distilled water, so the system will be clean, and in the coldest times in the winter it will not freeze inside the spindle. What are your suggestions on that?
That's fine. 13 Ltrs is a bit over kill. If the pump can not do the head then just stick it on a shelf higher up.