I looked at other questions and can\'t figure it out...
I did the following to install django-debug-toolbar:
In the code I was working on, multiple small requests were made during handling of main request (it's very specific use case). They were requests handled by the same Django's thread. Django debug toolbar (DjDT) doesn't expect this behaviour and includes DjDT's toolbars to the first response and then it removes its state for the thread. So when main request was sent back to the browser, DjDT was not included in the response.
Lessons learned: DjDT saves it's state per thread. It removes state for a thread after the first response.