Initially I've asked a different question, but digging up I've found a true reason.
The problem occurs when Cyrillic letter й is used with maths in another font in the same paragraph. Here is the minimal example:
\documentclass{minimal}
\usepackage{fontspec}
\setmainfont{Cambria}
\begin{document}
й $xy$
\end{document}
The compilation stops and the error is following:
error: ...s/MiKTeX 2.9
/tex/luatex/luaotfload/otfl-node-inj.lua:225: attempt to index local 'tm' (a nil
value)
.
\newpage ...k \@nobreakfalse \everypar {}\fi \par
\vfil \penalty -\@M
l.6 \end{document}
When they are in different paragraphs e.g. the document body is
\begin{document}
й
$xy$
\end{document}
then there is no problem. Also there is no problem as well if I use the same math font e.g. with
\usepackage{unicode-math}
\setmathfont{Cambria Math}
But still the compilation stops if I use a symbol from a different font (e.g. \Box from amssymb).
UPD: I get the same problem with other accented letters, not only Cyrillic: à, ѓ, ё, ї, ќ, ў etc, except i.
UPD2: Happens only with Cambria.