Ok, new information. I decided to delete the game and download it again. I started a new game, then tried to restart. After a few seconds music started (it happend on earlier tries too), then after another few seconds I heard the intro, but loading screen was still there. Whole intro played out, then I heard normal game sounds including attack on mouse clicks, but still the only thing I saw was the loading screen. Looks like some bug causing loading screen not to disappear graphically, but the rest of the game works normal. Continue button still does not work after that, but when I started a new game and reached a chceckpoint, continue button works just fine even after closing the game by pressing alt+f4.
On the other note, if I could suggest something, I noticed it's impossible to access options when in game. Works through main menu, but not in game, eg. city siege level. Would be good to be able to adjust options, especially graphics, when in game