After a long time, I took out the coffee machine and the situation is the same as described by
@zupens007. It takes in water, there is pressure, but the water does not come out through the nozzle and returns to the tray. I did everything that is described in the topic. The coffee machine was used very little and then stored away for a long time.
I disassembled the entire coffee machine, cleaned it, descaled everything possible, still the same. The nozzle is clear.
I was curious about one thing when disassembling it. Should these two channels be unobstructed next to the safety valve (?)? The one marked in green is clear, the red one is not. It should be? I'm running out of ideas what could be wrong.

By the way. There are three springs in the coffee machine, one at the frother, the other at the tee (blue) and the third one? After dismantling, I had one left, the widest one, ~ 2 cm long, and I don't know where it came from.
I found a place for the spring, but after cleaning the coffee machine still returns water downwards into the tray. I wonder why it gives warm water to the frother and not to the capsule? Cold water leaks into the tray.