The reason of agsDriverExtensionsDX11_CreateDevice failed is that library, which integrate this function, support only
AMD Radeon™ GCN-based GPU (HD 7000 series or newer) graphic cards (from here). I had AMD Radeon R5 M330, which is lower.
So, the solution is to set graphic card which wouldn’t use AMD AGS library (any, but not AMD card), or which would support this library.
In my case, I have AMD Radeon and Intel HD, so I just disable my AMD Radeon in device manager.
This is a temporary silly solution.
I think that this is the omission of UE developers. They should check whether this AMD AGS lib is supported by a graphics card, and if not, then use the previous versions or something like that.
Perhaps, I am mistaken, and there already exists a clear solution to this problem.