HI Alexey @HoodZomb ,
I can’t really see what is going on with that X-Ray Mode….
Is that just an Edge, with no Faces attached? Is it an Edge with only One Face attached (I guess this is the case, seeing the direction of the Tool handle, but that could be a perspective thing)? In both those cases, the Edge won’t Bevel.
You might also have double Vertices; Select all (with A) and then M > Merge > By Distance.