I found solution. I changed my connection string to:
<connectionStrings><add name="MyContext" connectionString="Data Source=.\SQLEXPRESS01;Initial Catalog=MyDatabase;Integrated Security=SSPI;AttachDBFilename=C:\Program Files\Microsoft SQL Server\MSSQL15.SQLEXPRESS01\MSSQL\DATA\MyDatabase.mdf;User Id=DOMAIN\USER; Password=xxxxx" providerName="System.Data.SqlClient" /></connectionStrings>
And i also change commands to install service. Added logon user:
MyService.exe install -username:DOMAIN\USER -password:xxxx start
So, this is not exacly error, but is ok now.
CLICK HERE to find out more related problems solutions.