Connecting two W5500 via UDP results in PHY link off


I want to connect two STM32F4 and to communicate via UDP. At the moment I only want to send data from one to another mcu. I have tested tx and rx communication separately with PC - python scripts and I it works as expected. Also, I trace communication with Wireshark.
Now it comes moment where I need to connect mcus with ethernet cable so no more connection with PC. I have problem that PHY link is off on both W5500 and I don’t understand what can be issue. Mac, IP address, port are properly configured. Does anybody have idea what can be problem?
With function wizphy_getphylink() and with orange/green no activity I notice this problem.

Here is init of UDP:
W5500_spi_Hw_Rst(); // reset W5500 by activating nRST pin

W5500_spi_Reg_Spi_Cb_Funcs();      // register different SPI callback functions for wiznet API lib

W5500_spi_Init_Socket_Buff_Size(); // initialize tx and rx buffer size for each socket

W5500_spi_Config_Net_Params();     // configure network parameters

W5500_spi_Config_Net_Phy(); 	   // configure network phy (physical layer)

W5500_spi_Init_UDP_Socket(); 	   // get free socket and declare it to be UDP type

Chip is not MDIX thus you may try using other type of cable.

Hi everyone,
I am trying to interface Wiznet W6100 (MKR) Eth Shield with Arduino MKR Zero. I am using SPI connection along with Wiznet Ethernet-IPv6 Library. I am trying to ping Eth Shield using IPv4 but I am unable to ping. Although, when I use IPv6 ChatServer Example, Eth Shield works fine and I can ping successfully. But when try to use IPv4 functionality to ping, it gets failed to ping.
Please guide on how to ping ETH Shield using IPv4? Do I have to switch to any other Ethernet Library?