I'm sorry, if this question was asked before, but with new filter I can't find "games, where I'm not annihilated" choise and I get choises, where sometimes game, where I was booted\annihilated or where I don't see some of my active games...
Where can I find old good "(active or not-yet stated) and PlayerIsAlive=True"?

It's not there. Fizzer removed it for some reason, even though its the one everyone uses.

it is still here, if you had read the update you'd have known https://www.warlight.net/blog/index.php/2015/01/update-3-3-multi-player-dashboard-map-of-the-week/

(just go to the My Games tab)

It doesn't have that filter in the My Games tab. If you looked you'd have known

touche,
The default shows it though, in addition to games with unread chat (as I read my chat I didn't see any difference). I'd say it is an improved version of the old filter, but that's just my opinion.