Thanks.
Tried this all the day and noticed that SoapUI reporting is far away from intuitive. Only report type that is near for our needs is FailedTestStepsReport but it uses FailedTestSteps as Data Source and couldn't find any documentation for it.
User interface doesn't allow to change subreport Data source and I don't have any idea how to put my own Data Source to the subreport as I need only those response and request messages to existing reports.
TestRunner Report tab gives option to use Report Format(s) but there is no list of available formats. Pop-up help for this line says: Choose report format(s). If I use for example parameter PDF,txt on the field it just generates txt files. It is also interesting that TestRunner doesn't have drop down list that contains all available reports as test case Create report view has.
PDF has texts one on the other or they cannot fit on default boxes and seems that user should fix report with x & y values. Now is year 2012 and expecting that certain things work out of the box

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Reporting definetely needs improvements - expecting that default texts will fit to the A4 nicely without hassle.