csrutil is broken on Recovery HD

The crsutil tool runs on 10.11 and not 10.10 or earlier.

You'd need to fully install 10.11 El Capitan on a USB drive and boot to that Recovery HD for the proper libraries to be present. When recovery is on a different raw disk than the volume, I suspect you won't get the changes you desire.

I've found solution - I just restored Recovery Partition locally on disk using script Recovery Partition Creator (which is working for 10.11 without any problems) - http://musings.silvertooth.us/2013/10/recovery-partition-creator-3-7-updated-for-mavericks/

Now when I reboot to recovery mode I can turn off SIP just by typing csrutil disable in Terminal.

So in general - to get this working you need to have Recovery Partition locally on disk.