After whole day playing and searching on the Net - here is the solution: How to Recover the BIOS on a Dell Computer or Tablet | Dell US But, I used the USB method (first time seeing the method where holding keys and putting the power jack into the laptop). Restored the BIOS. And then returned the setting to Factory defaults. Also removed admin password (just in case:).   Also regarding SSD's - don't understand why DELL is putting System SSD into SSD-0 port when that one is without proper cooling. Now, both my SSD's are in SSD-1 and SSD-2, cool enough (at the moment 38, and 39 deg C).  Problem solved. 
I have noticed that SSD in SSD-0 slot (under service door) is heating pretty much (up to 70 deg C) comparing to another SSD in SSD-1 slot. Of course, first one is system disk and second one is storage but still, heating of the first one is pretty annoying. Also, the one in zero slot does not have thermal pads and connection to inner cooling system (ssd-1 and ssd-2 have thermal pads that are pressed onto SSD and on the copper foil inside bottom plate). My idea is to move SSD from SSD-0 to SSD-2. So, I physically reposition the disk and system drive is operational. But, I made another problem - in past days I played with BIOS settings and there is a setting that will lock BIOS if bottom plate is removed. I understood that with a BIOS admin password I will be able to access BIOS but it is not opening at all (when F2 is pressed). Tried, with and without docking station attached. Even returning SSDs to the old places. But, BIOS is not accessible any more. System is working (writing from it) but any future change in BIOS - I am not able to do it. Tried with Ctrl + ESC - nothing. Even tried F12 - nothing appears.  
DELL Precision 7560 - BIOS not accessible