Ok, I found the issue, but instead of deleting the question I’ll respond myself in case it helps anyone else facing the same issue.
My problem was really silly, I was mistakenly using “gpt-3.5-turbo” model instead of “gpt-4-turbo” (the one I’m paying for).
Apparently using multiple questions in one same request does not work for 3.5 model, or at least it was not working for me, but after changed to 4-turbo it started working as expected.
Problem solved.