It looks like it finally worked! Thank you so much!
I was switching those profiles in Windows before but didn't restart the app. I assumed that, since the screen and other app colours changed and at the smae time they didn't in Affinity, the issue was somewhere else.
Still, there seems to be an issue with colour conversion in the app when using calibration profile for the monitor, and I know I'm not the only one experiencing it. I have no idea where and why it goes wrong but maybe it would be good to have it resolved. Is there any way to forward the issue to Affinity developers?