Update:
It was not working correctly, possible the Shelly is not working like it should. After a while the Slave light has blinked and then the Master light has been switched off.
I removed the S2.5 and installed S1PM to Slave light, later I will install another S1 under the switch and make it the normal way.
The only problem will be always the WiFi signal strenght.
Thanks,
Michal