Thanks for trying to help me.
So after I posted and played around with mods and settings I found out that there are different problems on the screenshot. I am really fine with the two closer ones (snowy rocks and snow having different color), but the further bug where the snow (land) isn't lit by guard's torch, and the piece of road is - is very annoying, and I can't recall I've seen it earlier.
Lets start from the beginning, I'll try to show the problem once more.
First off: totally vanilla skyrim
- Start a new game in a absolutely clear vanilla Skyrim (even without Live Another Life and SKSE)
- Go to Dawnstar, look at the path that leads to the Inn
- Wait until its dark and a guard comes around
- Save the game and quit Skyrim
- Launch Skyrim and load the game
The snow is dark, the road and other objects are lit
Without exiting Skyrim, load the game one more time
Snow receives light, everything looks good.
So Aiyen if you say this is normal, I wonder if someone can reproduce this for me so that I am at rest? because I am worried that there's something wrong with my system.