Hello Oleg,
I found a plugin which works as I want but it may no longer be maintained or supported. It’s last update was 4 years ago. This is the link:
https://www.ads-software.com/plugins/alti-watermark/
It works without change the image files.
Watermark is placed on your images through a htaccess and php file. This means your images are actually not modified. You can still download them from your FTP, and they will not have any watermark.
kind regards
George