I deleted folder “Localization” from my project again, relaunched UEFN, opened my project and that folder was correctly gone, while that warning of “Moderation” was still visible in the editor.
So I launched a Session and then clicked on a function to do a Memory Calculation. In the moment when new Private version was created that warning of “Moderation” in the editor finally disappeared and process of Memory Calculation started. So now it is looking OK, but it is without Auto Localization, HLODs, Changing Booth, Fishing Zone and mention about Fishing Zone in the Conversation Device.
So now I should try to launch “Build/Export Localization” and then “Build/Build Auto Localization” again, correct?