Thanks mate!
Well, first report:
a. As I don't have a garage, I am 99% confident nothing is leaking from the above - valve cover, even the oil filter gasket, From under the car, as I could see, nothing, but as I said, I specifically asked the mechanic after an oil change is there leaks under the car, he said no. And speckles were before the oil change.
b. The thing that is a good sign - white paper test - first test - no oil speckles on the paper on both exhaust pipes. After cleaning the exhaust pipes with high-pressure water and break cleaner, I left the engine running and then checked - no oil speckles.
So, what would be the conclusion?
First - yes, the car is eating oil, about 1 litre on 1.500 km, reading other forums about this engine, there are some fixes, and it is a common thing - https://www.e46fanatics.com/threads/oil ... e.1120823/
Second - oil is not coming from the engine thru the exhaust pipe and then out of the car.
Where the oil speckles are coming from? I think I will need a proper garage, to jack up the car, disassemble bottom shields and clean everything with break cleaner, then drive, then check again.