Lighttpd

How to configure Lighttpd to he don'r buffer this downloading but let immediately/directly download file from FTP server ?

short answer: you should try to find an answer in the documentation before you post a question.

server.stream-request-body
server.stream-response-body

I doesn't work.

I've set both these parameters to 1 or to 2 (in lighttpd.conf in Basic section) and nothing. When I click test.dat file for download first php-fpm downloading file to /tmp and then he is serving it for download. Hmmm... so maybe its a php-fpm's fault ?

You're using CentOS 7 and the problem is more likely that you have no idea how old and out-of-date is the software you are running.

So
lighttpd-1.4.54-1.el7.x86_64
lighttpd-fastcgi-1.4.54-1.el7.x86_64
are really so old and thats why it doesn't work ?

I doesn't work.

You have accurately described your effort.

I see server.stream-request-body and server.stream-response-body options appeared in release 1.4.40. So you aren't right that my Lighttpd v. 1.4.54 on Centos 7 is too old.