After that I change server name in Admin Console (and reboot) I am unable to login to Admin Console using AD login (it means I am unable to login to Admin Console at all). Trying to login I get:
Login failed: make sure your username and password are correct and that you’re an admin or moderator.
I am in administrator’s group and my account is not locked for sure.
My point is that error is in reference to Openfire admins, not AD admins. It is saying you are not an admin in Openfire. My guess is you did something not quite right when changing the name and now you locked yourself out of the openfire admin web site. You will need to rerun the openfire config. To do this edit the openfire.xml setup tag to read false while openfire is not running. Start openfire and and step through the config of the server again.
changing the server name is something which one should never do. Roster entries get invalid as there the JID (with server name) is stored. If there are also external JIDs in the rosters then they will get invalid.
So setting up a new Openfire server is much better than changing the server name.