Thank you @OskarSonc for your response. Fortunately we were able to extract two following images:


Both of them are on the same device with the same camera right after the success calibration through calibrate.py script from official repo.
The "correct" calibrated image looks like this:

Since we use setDepthAlign() method on RGB, we need to be sure, that XY coordinates on RGB will be on the same position as on Depth. Till now, we did not come to any problem, however, since we started using calibration and we see such strange rectification, we cannot just brush this off.
Thanks for your ideas in advance :-)