Here is the final result. It's clear, that two pole plot works better. I thought it would be nice to share result.

Code for two pole wersion:
\documentclass[border=1cm]{standalone}
\usepackage{pgfplots}% loads also tikz
\usetikzlibrary{calc}
\pgfplotsset{compat=newest}%set a compat!!
%%%%%%%
\pgfkeys{/pgf/declare function={argsinh(\x) = ln(\x + sqrt(\x^2+1));}}
\pgfkeys{/pgf/declare function={argcosh(\x) = ln(\x + sqrt(-1 + \x)*sqrt(1 + \x));}}
%%4th order normed low pass, Chebyshev
\pgfkeys{/pgf/declare function={H(\x,\y) = .125297/(sqrt((\x^4-6*\x^2*\y^2+\y^4+.581580*\x^3-1.744740*\x*\y^2+1.169118*\x^2-1.169118*\y^2+.404768*\x+.176987)^2+(4*\x^3*\y-4*\x*\y^3+1.744740*\x^2*\y-.581580*\y^3+2.338236*\x*\y+.404768*\y)^2));}}
%%5th order normed low pass, Chebyshev
\pgfkeys{/pgf/declare function={H1(\x,\y) = .62649e-1/((\x^5-10*\x^3*\y^2+5*\x*\y^4+.574500*\x^4-3.447000*\x^2*\y^2+.574500*\y^4+1.415025*\x^3-4.245075*\x*\y^2+.548937*\x^2-.548937*\y^2+.407966*\x+.62649e-1)^2+(5*\x^4*\y-10*\x^2*\y^3+\y^5+2.298000*\x^3*\y-2.298000*\x*\y^3+4.245075*\x^2*\y-1.415025*\y^3+1.097874*\x*\y+.407966*\y)^2)^(1/2);}}
\begin{document}
\begin{tikzpicture}
\begin{axis}[
axis lines=middle, axis on top,
axis equal image,
width=40cm, %%ridi velikost grafu!
view={50}{45},
xmin=-0.5,
xmax=0.5,
ymin=0,
ymax=2,
zmin=0,
zmax=2,
miter limit=1,
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
xlabel=$\Sigma$,
xlabel style={anchor=east,xshift=-5pt,at={(xticklabel* cs:.95)}},% <- position the x label
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
ylabel=$j\Omega$,
zlabel=$\mathopen| H(j\Omega)\mathclose|$,
zlabel style={anchor=north east},% <- position the z label
xtick = {0,-.851703985681571e-1,-.205619531335967},
xticklabels = {0,$\Re(s_3)$,$\Re(s_4)$},
xticklabel style={
yshift=6pt*(\ticknum>0?1:0)+3pt*(\ticknum>1?1:0),
xshift=-4pt*(\ticknum>0?1:0)-2pt*(\ticknum>1?1:0)
},
hide obscured x ticks=false,% <- added
%hide obscured y ticks=false,% <- added
ytick = {.392046688799926,.946484433184241},
yticklabels = {$\Im(s_4)$,$\Im(s_3)$},
ztick = \empty,
]
%%pole position as projection
\addplot3[dotted,black] coordinates {
(0,.946484433184241,0)
(-.851703985681571e-1,.946484433184241,0)
(-.851703985681571e-1,0,0)
};
%%standard circle symbol for pole
\draw[black, thin] (-.851703985681571e-1,.946484433184241,0) circle [radius=0.03];
%%pole position as projection
\addplot3[dotted,black] coordinates {
(0,.392046688799926,0)
(-.205619531335967,.392046688799926,0)
(-.205619531335967,0,0)
};
%%standard circle symbol for pole
\draw[black, thin] (-.205619531335967,.392046688799926,0) circle [radius=0.03];
%%pole position as projection / vertical lines
\addplot3[dotted,black] coordinates {
(-.205619531335967,.392046688799926,0)
(-.205619531335967,.392046688799926,1.5)
};
\addplot3[
smooth,
surf,
faceted color=black,
line width=0.1pt,
fill=white,
domain=-0.75:0,
y domain = 0:1.5,
samples = 50,
samples y = 50,
restrict z to domain*=0:1.5]
{H(\x,\y)};
\addplot3[
smooth,
surf,
faceted color=black,
line width=0.1pt,
fill=white,
domain=-0.4:0,
y domain = 0:1.2,
samples = 40,
samples y = 60,
restrict z to domain*=0:1.5]
{H(\x,\y)};
%%pole position as projection / vertical lines
\addplot3[dotted,black] coordinates {
(-.851703985681571e-1,.946484433184241,0)
(-.851703985681571e-1,.946484433184241,0.85)
};
%%red characteristics
\addplot3[domain=0:1.5,samples=70, samples y = 0, red, thick] ({0},{x},{H(0,x)});
%%ellipse for poles: order 4, eps=1 (3dB]
\pgfmathsetmacro{\elipseA}{sinh((1/4)*argsinh(1/1))}
\pgfmathsetmacro{\elipseB}{cosh((1/4)*argsinh(1/1))}
\draw[thin,dashed,blue] (0,\elipseB,0) arc (90:270:{\elipseA} and {\elipseB});
\end{axis}
\end{tikzpicture}
\end{document}
Or alternatively (and with correct axis label) more fancy illustration used in my thesis

\documentclass[border=1cm]{standalone}
\usepackage{pgfplots}% loads also tikz
\usetikzlibrary{calc,math}
\pgfplotsset{compat=newest}%set a compat!!
%%%%%%%
\pgfkeys{/pgf/declare function={argsinh(\x) = ln(\x + sqrt(\x^2+1));}}
\pgfkeys{/pgf/declare function={argcosh(\x) = ln(\x + sqrt(-1 + \x)*sqrt(1 + \x));}}
%%4th order normed low pass, Chebyshev
\pgfkeys{/pgf/declare function={H(\x,\y) = .125297/(sqrt((\x^4-6*\x^2*\y^2+\y^4+.581580*\x^3-1.744740*\x*\y^2+1.169118*\x^2-1.169118*\y^2+.404768*\x+.176987)^2+(4*\x^3*\y-4*\x*\y^3+1.744740*\x^2*\y-.581580*\y^3+2.338236*\x*\y+.404768*\y)^2));}}
%%5th order normed low pass, Chebyshev
\pgfkeys{/pgf/declare function={H1(\x,\y) = .62649e-1/((\x^5-10*\x^3*\y^2+5*\x*\y^4+.574500*\x^4-3.447000*\x^2*\y^2+.574500*\y^4+1.415025*\x^3-4.245075*\x*\y^2+.548937*\x^2-.548937*\y^2+.407966*\x+.62649e-1)^2+(5*\x^4*\y-10*\x^2*\y^3+\y^5+2.298000*\x^3*\y-2.298000*\x*\y^3+4.245075*\x^2*\y-1.415025*\y^3+1.097874*\x*\y+.407966*\y)^2)^(1/2);}}
\begin{document}
\begin{tikzpicture}
\begin{axis}[
axis lines=middle, axis on top,
axis equal image,
width=50cm, %%ridi velikost grafu!
view={50}{45},
xmin=-0.27,
xmax=0.5,
ymin=0,
ymax=1.7,
zmin=0,
zmax=2,
miter limit=1,
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
xlabel=$\Sigma$,
xlabel style={anchor=east,xshift=-5pt,at={(xticklabel* cs:.95)}},% <- position the x label
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
ylabel=$j\Omega$,
zlabel=$\mathopen| H(s)\mathclose|$,
zlabel style={anchor=north east},% <- position the z label
xtick = {0,-.851703985681571e-1,-.205619531335967},
xticklabels = {0,$\Re(s_3)$,$\Re(s_4)$},
xticklabel style={
yshift=6pt*(\ticknum>0?1:0)+3pt*(\ticknum>1?1:0),
xshift=-4pt*(\ticknum>0?1:0)-2pt*(\ticknum>1?1:0)
},
hide obscured x ticks=false,% <- added
%hide obscured y ticks=false,% <- added
ytick = {.392046688799926,.946484433184241},
yticklabels = {$\Im(s_4)$,$\Im(s_3)$},
ztick = {0.34, 0.7, 1},
zticklabels = {$\frac{1}{\sqrt{1+\varepsilon^2/k_1^2}}$,$\frac{1}{\sqrt{1+\varepsilon^2}}$,1},
]
%%pole position as projection
\addplot3[dotted,black] coordinates {
(0,.946484433184241,0)
(-.851703985681571e-1,.946484433184241,0)
(-.851703985681571e-1,0,0)
};
%%standard circle symbol for pole
\draw[black, thin] (-.851703985681571e-1,.946484433184241,0) circle [radius=0.03];
%%pole position as projection
\addplot3[dotted,black] coordinates {
(0,.392046688799926,0)
(-.205619531335967,.392046688799926,0)
(-.205619531335967,0,0)
};
%%standard circle symbol for pole
\draw[black, thin] (-.205619531335967,.392046688799926,0) circle [radius=0.03];
%%pole position as projection / vertical lines
\addplot3[dotted,black] coordinates {
(-.205619531335967,.392046688799926,0)
(-.205619531335967,.392046688799926,1.5)
};
\addplot3[
smooth,
surf,
faceted color=gray,
line width=0.1pt,
fill=white,
domain=-0.75:0,
y domain = 0:1.5,
samples = 50,
samples y = 50,
restrict z to domain*=0:1.5]
{H(\x,\y)};
\addplot3[
smooth,
surf,
faceted color=gray,
line width=0.1pt,
fill=white,
domain=-0.4:0,
y domain = 0:1.2,
samples = 40,
samples y = 60,
restrict z to domain*=0:1.5]
{H(\x,\y)};
%%pole position as projection / vertical lines
\addplot3[dotted,black] coordinates {
(-.851703985681571e-1,.946484433184241,0)
(-.851703985681571e-1,.946484433184241,0.85)
};
%%red characteristics
\addplot3[domain=0:1.5,samples=70, samples y = 0, red, thick] ({0},{x},{H(0,x)});
%%ellipse for poles: order 4, eps=1 (3dB]
\pgfmathsetmacro{\elipseA}{sinh((1/4)*argsinh(1/1))}
\pgfmathsetmacro{\elipseB}{cosh((1/4)*argsinh(1/1))}
\draw[thick,dashed,blue] (0,\elipseB,0) arc (90:270:{\elipseA} and {\elipseB});
\end{axis}
\end{tikzpicture}
\end{document}