For the experiment I reinstalled Sigil 1.9.2 on clean Windows 7 and tried KB3063858 update. It turned out that this update also fixes the problem with starting Sigil.
Security Update for Windows 7 (KB3063858)
Security Update for Windows 7 for x64-based Systems (KB3063858)
I'm sorry I had to create another thread, but the thread
"Sigil not fully launching - Embedded Python error" somehow didn't have an exact solution. Immediately we found out that the problem is definitely solved by update KB3063858.