[mbarbakov]

Guys, can anyone give me working files (wordpress + mysql), so I could see difference myself?

[mbarbakov]

Did you allowed blog comments in BP settings ?

Yes.

Also, have you assigned a page for activities ?

Yes.

And did you set permalinks to something else than default ?

Yes.

You can also deactivate, save and reactivate, save your permalinks and BP settings.

I’ve tried a lot of things, but still no results.

[mbarbakov]

I also forgot to mention that if bbPress is installed, there are topics and replies in Activity Feed. In case of bbPress it seems working.