Guys, browsed the internet and youtube and found out that this dongle is crap by default. Many people have problems.

But no worries, I found what the problem is.
There is no communication with the multimeter.

By disassembling the multimeter and feeding it voltage from PSU, and then bringing close the LEDs of the dongle it immediately beeps and connects. Now, the dongle itself could be crap, but there is no way to open it, it is welded together via ultrasonic. So the problem has to be solved on multimeter side. I still haven't worked on the problem, just figured out where to look.

The obvious solution could be raising the LEDs on the multimeter closer to the lenz, or removing the lenz alltogether. I'll keep you posted.
Though, still, connecting it to PC is someways away and is unknown if it can be done or not. We are talking just about making it talk with the iPhone. By the way, I bought it here --
https://aliexpress.ru/store/4871131Official Uni-T Factory Store, they dont' have it in stock nomore, I guess they are tired of problems and disputes. I got it with official Uni-T reciept with my name on it.
Nice! But sucks!