Shared folder was not found - vboxsf

Solution 1:

Eventually I found out, that a shared folder on Ubuntu cannot have the same name as the one I set in VirtualBox settings (steps 3 and 4 in my question).

So, instead of creating directory called shared on Ubuntu, I created directory called shared_folder. It works now.

So now, it looks like this:

share settings on VirtualBox

renamed shared directory