Ok, so the problem is next, I use Liberation fonts in my XeLaTeX document:
\setmainfont{Liberation Serif}
\setsansfont{Liberation Sans}
\setmonofont{Liberation Mono}
\setmainlanguage{ukrainian}
\setotherlanguage{english}
And Liberation Serif as well as Liberation Sans work as they should. But when an error
Package polyglossia Error: The current roman font does not contain the Cyrillic script! Please define \cyrillicfont with \newfontfamily.
occurs at the very end of the document where the monospace font appears for the first time as URL.
Also my friend has no problems like this on Mac.
Is this a problem with Tex-live distribution for Linux, or a problem with Liberation Mono ?