P.S. The goal has been reached.
Here is key steps.
1) In CBRenderD3D::Setup3D method line
C3DUtils::SetTextureStageState(m_Device, 0, D3DTSS_ALPHAOP, D3DTOP_SELECTARG1);
was changed to next one
C3DUtils::SetTextureStageState(m_Device, 0, D3DTSS_ALPHAOP, D3DTOP_BLENDDIFFUSEALPHA);
2) In CXMesh::Render method before SetMaterial call there were added the block
D3DMATERIAL m_Material = Mat->m_Material;
if(m_AlphaColor!=0)
{
if(D3DCOLGetR(m_AlphaColor)!=0)m_Material.Diffuse.r = m_Material.Diffuse.r*((float)(D3DCOLGetR(m_AlphaColor)))/255.0f;
if(D3DCOLGetG(m_AlphaColor)!=0)m_Material.Diffuse.g = m_Material.Diffuse.g*((float)(D3DCOLGetG(m_AlphaColor)))/255.0f;
if(D3DCOLGetB(m_AlphaColor)!=0)m_Material.Diffuse.b = m_Material.Diffuse.b*((float)(D3DCOLGetB(m_AlphaColor)))/255.0f;
if(D3DCOLGetA(m_AlphaColor)!=0)m_Material.Diffuse.a = m_Material.Diffuse.a*((float)(D3DCOLGetA(m_AlphaColor)))/255.0f;
}
// set material
Rend->m_Device->SetMaterial(&m_Material);//Rend->m_Device->SetMaterial(&Mat->m_Material);
It's working. Although I have intention to use not actor3dx.DrawBackfaces property to cut unnecessary polygons but stencil buffer.