There seems to be something wrong with the auto mode- or lights.

In the auto mode I remember the parking lights used to go on with the head lamps.
Now only parking lights (5W) go on. Headlights go on when it goes dark outside.

The headlights should be on all the time , correct?
Also the clock lighting seem to work half good. Is it related with the headlamp problem?

wrong. in 'auto' mode the headlights only work when it gets dark, the side lights/tail lights should not come on either when it's daylight, again only when it gets dark. so if the switch is on 'auto' all the lights should be off during daylight and then come on when it gets dark

But the law in Estonia tell to drive with lights on in daylight. So if I switch them on I cant see clock or the radio so brightly as I need to in the daylight.
You dont have this problem?

this is not a problem in the u.k. as you do not need to have the lights on in the daytime, several countries such as yours require you to have the lights on at all times, normally the cars that are sold in those countries are equiped with 'daytime running lights' l don't know why your car has not got this. was your car sold as new in estonia?

Yes and Im quite sure the lights were on before in daytime.

in that case you may have a fault on your lighting system, l am afraid l can not help you on this as the u.k. spec cars are wired differently to yours, l can only suggest that you contact an auto electrician in your country for advice