After experiments with different transports (PyICQt, IM-Gateway), clients (Miranda, Pandion, Spark) and client settings I find that problem with adding an ICQ-contact to contact-list is occur if contact, which must be added to my contact list, require authorization for adding them to my contact list.
IM-gateway didn’'t send authorization request to contact. PyICQt send this request succesfully - because of this there is no problem with that contacts. If contact, which must be added, cancel “Request authorization” - there is no problem with IM-gateway too.