But you were right! I've changed way to connect to MSSQL, and when i connect through freetds.conf with DBI:Sybase:server=server_name;database=database_name", strings output to browser as they should! I have tried with syb_enable_utf8 => 1, tried to put charset=utf8 in DSN, with no changes. Now i add server to freetds.conf and add client charset = UTF-8 and it works.

Though i still don't get it, why the very bytes of $str turns different only because of script called by CGI...