The solution was:
Boot Windows 10 again.
Open cmd as an Administrator - type
powercfg -h off
Go to the Windows 10 settings and look for the "Sign-in options" - Change the checkbox to off on "Use my sign-in info to automatically finish setting up my device and reopen my apps after an update or restart."
Power off the Windows from previously opened CMD window by writing a command:
shutdown -p
or by powering it down from start menu while holding the shift button.
If you don't want to use Windows UI to turn it off, paste those commands to the elaveted CMD:
powercfg -h off
reg add "HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Policies\System" /v DisableAutomaticRestartSignOn /t reg_dword /d 1 /f
shutdown -p
After that you will be able to make a backup copy of your Windows 10 using Clonezilla. Gus