We created portal template with DMX. But permissions are not copied when we create new site from portal one. Noticed Data's on DMX_Permissions and DMX_Entries for the new portal ID. But no data on DMX_EntryPermissions table. Please advise.

Indeed. The "portability" (which is at the heart of templates) of DMX is limited and not supported. It is incredibly complex to do portability on a module which has portal wide content. Instead you need to run the prepare portal script (Under Admin > Run Scripts) if DMX needs to be reset on a portal.

Peter