Is it possible to make flying agent which avoids obstacles over certain height but fly over low obstacles?
It could be possible to do something with the Nav system however if your working with flying entities then a path finding system is not ideal. Try looking into steering algorithms Steering Behaviors For Autonomous Characters
UnitySteer would be a start 
May I know which way to look?
Have no idea how to do this…
You could create an invisible plane to generate your mesh on. Have your low obstacles within the step height/slope value of your Navigation system and the high obstacles over it(or put them on a different nav layer). The problem is your flying object will always fly on a plane and wont really look like its flying.
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Thank you very much. Those are droids I’m looking for!
My flying objects fly on same height always.
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Have one more question regarding objects like mine.
If I have several different scales of agents. For example one radius is 8 units and other just 2.
If I bake with navagent radius 2 units the big one starts to clipping obstacles if I bake with 8 meters the small one starts to fly a way far from obstacles. Is there anything I can do?
Found a sort of answer inside a thread: Navmesh usable for multiple radius custom agents - Unity Engine - Unity Discussions
There is no simple solution to this at the moment. This user found a way to do it but its not simple: [SOLVED] Problem with Unity NavMesh and multiple agent sizes (with a workaround solution) - Unity Engine - Unity Discussions