Build successful in Shipping mode! I had to create the .keystore file.
Having NVPACK installed from Epic Games[Engine version]\Engine\Extras\Android adp-2.0r8-windows.exe I had to open cmd.exe and to write the command: keytool -genkey -v -keystore my-release-key.keystore
-alias alias_name -keyalg RSA -keysize 2048 -validity 10000
I just had to replace my-release-key and alias_name with the names I needed.
After that I followed every appeared step and the .keystore file was created.
The created .keystore file (the directory was written after creation) I copied in My_project\Build\Android
After I copied the .keystore file I filled the boxes in Project Settings>Android>Distribution Signing
And finally Build has been successful.