I heard from one guy, that actuall ech d2 key is worth ONLY 1.35 - 1.4$, do You know anything about that? I also noticed that most of trades on my bot were made with dota2 keys. That guy even gave me a link for dota2 trading forum...

The next strange thing was that, the buyers was a traders with tons of games and they mostly bought few copies of games at once...

Any ideas what might be wrong with d2 keys?

actually key of tf2 is 2.45$ in market and dota 2 is 2.22 ,i think is normal buyers use dota 2 keys ,for dota 2 for 1.4$,trade for paypal is different,i can find keys of tf2 for 1.7 $ paypal

Keys are going for lower prices when you trade outside of Steam, since there's additional risks to trading and actual money being generally worth more than store credit. That goes for every kind of key and not just treasure keys. On Steam however, keys are worth around what they cost on the market (-15% reduction for the trading tax, if you sell them).