Second, I'm create action with this script, but have disappointed, because in action creation dialog I must chose where action must be executed, but this is defined in script creation dialog (on zabbix server)!

Thank you for reporting this, documentation and implementation confuses. Confirmed.

Third, if I use macro like (

Unknown macro: {EVENT.DATE}

Unknown macro: {EVENT.TIME}

) ant try to use script in recovery action, then date and time inserts when event occurs, insted when event closed, because for this I must user another macroses (

Unknown macro: {EVENT.RECOVERY.DATE}

Unknown macro: {EVENT.RECOVERY.TIME}

). Of course, this can be circumvented by adding another script, but somehow it's too much I think.

Works by design.