I tried to restore on same server (same PHP) my 3 days old backup of joomla, where I have joomSEF 3.9.4 and everything works fine. I can also see configuration.php file which is not in 3.9.5
Is it possible to downgrade easily somehow from 3.9.5 to 3.9.4?

Denis

The downgrade process is as I've already described. You need to uninstall version 3.9.5 and install 3.9.4.

For URLs:
When you uninstall JoomSEF, all the tables in your database starting with jos_sef will have the _bak suffix added, so no data are lost. When you install the older version again, delete all the tables starting with jos_sef in your database that don't end with _bak, and then rename the ones with _bak so that you remove the _bak suffix.

For configuration:
There's currently no way to automatically preserve configuration when downgrading. You will need to set it manually after installation of older version. You can eg. make a screenshot of your Configuration and reset it manually after new installation.

I fixed problem. It seams that problem was in database tables. When I made akeeba backup a than restore, after restore joomSEF 3.9.5 was OK without problem.