OK, I've found the problem. Here is a solution to configure a child 
squid-deb-proxy, which IMHO should be documented into config file:

------------------------
# two lines to point to parent:
cache_peer parent-proxy.example.com parent 8000 0 no-query no-digest 
no-netdb-exchange default 
never_direct allow all
...
# set uniqe hostname, otherwise there will be troubles with internal routing 
between proxies:
visible_hostname uniqe-hostname
-------------------------

Right now there is a comment in configuration which states: "# settings below 
probably do not need customization". That should be changed, because the 
problem with hierarchal squid-deb-proxy in my case was caused by same names.

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