Ok I've solved:
The problem is following:
I have too many opened files - when testing ulimit -a I've found that the limit is 1024 - when I have about 900 files in download it wasn't enough.
I've added to /etc/security/limits.conf
Code:
username soft nofile 4096
username hard nofile 4096
So if someone has same problem it is solution. After that worked well