The mask set up properly (please see the attachment). Also, as I said: for the same animation, while we use one texture/material it is masking in Unity properly, but if we devide texture to several PNGs, and in this case in Unity we have more than one material - the same animation has problems with masking.
Generally, we can place all images on one texture to force Unity use only one material, but in this case we loose some texture size optimization.