Hello. Thank You for Your answer. But I would really appreciate if You could give me some more tips about this. I played with it and tried to read about it in google but I wasn’t able to get any result in particular.
I am using DepthField in my particles and there I can somehow understand how it works (more or less - probably
less ^^ ) but when it comes to this puddles and DepthField I am clueless 
In meantime I tried once again just with gray opacity textures but result is very poor. It look like UE4 with decal can see only few grey shades. It result in something like that:
