I finally managed to boot from SPI + NVME (without SD card) but only with original image. I basically followed guide in manual and instead of flashing original I tried to flash Armbian image, but it won't boot at all and hangs on red diod only.
Summary of what I did (may help someone):
Create bootable SD card with original OrangePi image downloaded from here
Copy image file to SD card you created, ideally to your home folder.
Boot it on your OrangePi
Install gdisk `sudo apt install gdisk`
USe it to delete whole NVME storage `sudo gdisk /dev/nvme0n1` then delete all partitions using `d` command and write changes by `w`.
(should no be necessary) Clear nvme storage just to be sure `sudo dd bs=1M if=/dev/zero of=/dev/nvme0n1 count=2000 status=progress`
Flash image to NVME storage using command `sudo dd bs=1M if=Orangepi5_x.x.x_debian_bullseye_desktop_xfce_linux5.10.110.img of=/dev/nvme0n1 status=progress`
Install bootloader to SPI flash `sudo nand-sata-install` and select option 7
Turn off and remove SD card
Turn on and it should boot from SPI + NVME
I tried to replace image in step 7. with Armbian image `Armbian_23.02.0-trunk.0112_Orangepi5_jammy_legacy_5.10.110_minimal.img` but it did not booted then.