Follow up…
I solved this problem by creating two separate Field Groups. So I didn’t use WPML’s translate or duplicate buttons. First I created a Field Group with my native language and made sure that “Language of this advanced custom fields” field had my native language. Than I created a new Field Group with exactly the same data, but this time I changed the “Language of this advanced custom fields” to my second language and changed the “Page is equal to” rule to correspond my translated page.
Anyway… there is still something strange with Location Rules and pages without corresponding translation.
