Well, turned out there was nothing wrong with my configuration. My twitter app simply had wrong setting for the "Application Type"
If you have this problem - go to your app edit view on Twitter and check "browser" option for the "Application Type", then if authentication succeeds browser redirects to the callback URL. Now - I couldn't use Android-style callback URL (myapp://twitt) since that would not pass form validation. But turned out - you can enter anything that is valid URL there and provide the actuall callback URL in your code
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…