Hi Andrey,
First of all, this thread has some answers to your questions:
https://social.technet.microsoft.com/Forums/en-US/8d5ee632-fdff-4ba2-b150-bb3591f955fb/queries-evaluation-chain?forum=powerquery
Also, have you turned off the "allow data preview to download in the background" option?
https://blog.crossjoin.co.uk/2016/12/05/power-query-power-bi-and-the-allow-data-preview-to-download-in-the-background-option/
Chris
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