A sentence “Objects such as the GameInstance are created and initialized before starting the engine” took my attention at following page UE4 Game Flow
Somehow TryLoad function fails to load datatable, still it assigns the DefaultGameModesData pointer with a value other than nullptr, This could be an engine bug. Just because DefaultGameModesData is not nullptr anymore, I can not reload it.
The solution is below
I was calling DataStore::ReadGameInfoData function (function I load my datatable) from GameInstance::Init function, but Engine is not started at this stage according to documentattion. Then I move calling DataStore::ReadGameInfoData inside GameMode::StartPlay function. Then It worked.