If this option in admin panel "Combine CSS files" active styles are not loading to page. If I disable option - everything works properly.
Same trouble with JS option
File with combined css styles is empty
What should i do?
It doesn't delete CSS from site, it just stops applying them when it encounters an error. Basically when browser parses JS or CSS files, it's stops once it receives a fatal problem. When you merge, lets say, 20 JS files and the first one fails, everything else will fail as well. When files are un-merged, it's not a big deal when the first file fails as they're all treated separately and thus load just fine.
Fix your files and merge when you're done.