I made another approach - I made 2 postprocess volumes with different priorities and I animated to moev him away. The smaller PP volume has near dof, the outside, further. This is looking even worse than before. The transition is veeeeery noticeable. Strange that one of the cooles effect with the DOF is not possible in Unreal. You can point with Your finger where is the Focal Distance and how it travels along your scene. No solution for this?
Also there is a small bug - when You have just one PP volume and You lower the Blend Weight the DOF starts to act crazy. It is getting lower and lower (as expected) but by the end it cranks up the DOF to 15 value and then to 0. This is a bug for me.