OK, there is 3 empty directories in .bzr/checkout:
empty limbo dir, empty pending-deletion dir, and empty shelf dir.
Removing only limbo does not help. Removing pending-deletion does help.
But in this case there is actually third bug:
3) Error message tell me about limbo dir, but actual problem was in pending-deletion dir.
OK, there is 3 empty directories in .bzr/checkout:
empty limbo dir, empty pending-deletion dir, and empty shelf dir.
Removing only limbo does not help. Removing pending-deletion does help.
But in this case there is actually third bug:
3) Error message tell me about limbo dir, but actual problem was in pending-deletion dir.