Thanx Michael for you reply.
I solve this problem another way, I just rebuild 2D cutting profile to make it continuous curve then trim surface. It's close to your method (merge edges) but a little bit quicker no need to select all edges.
Yes I know about this method with extrusion but I wanted to make a little bit different object. Like this




As you can see I try to make a bit complex shape and simple functions like extrude and fillet unfortunately does not work here. I use more low level surface methods for this.