After a lot of searching, I know its possible with regular adapter, but I have no idea how to do it using Paging Library. I don`t need code just a clue.
As mentioned here, Paging Library works with PagedListAdapter. And PagedListAdapter extends from RecyclerView.Adapter, so you can do this simply like in Recyclerview (example). Just in two words - you need to use different view types for your date headers and content items.