I could build my executable for Win32, and it works being run with Wine32. Everything is quite the same, only target platform is different. This solution solves my task and Win64 problem is not a priority for me now.
I see an important node in Boost::Coroutine2 lib (https://www.boost.org/doc/libs/1_79_0/libs/coroutine2/doc/html/coroutine2/overview.html) doc: Windows using fcontext_t: turn off global program optimization (/GL) and change /EHsc (compiler assumes that functions declared as extern "C" never throw a C++ exception) to /EHs (tells compiler assumes that functions declared as extern "C" may throw an exception). I think, it may be related to my problem: same MinGW compiled executable behaves differently...