"Failed to initialize sqlcmd library with error number -2147024809" error while sending query result via sql database mail

Question

I want to use SQL Server 2014 database mail. I have configured email profile and successfully send emails with fixed text body. Now I try to send query result with email bit I receive

Failed to initialize sqlcmd library with error number -2147024809

My query:

EXEC sp_send_dbmail 
@profile_name='test mail',
@recipients='[email protected]',
@subject = 'test',
@execute_query_database = 'mydb',
@body = 'test',
@body_format = 'HTML', 
@append_query_error = 1,
@query = N'SELECT * FROM mydb..FIExchangeRates;',
@query_result_header = 0,
@attach_query_result_as_file = 1,
@query_attachment_filename = 'Test.doc',
@exclude_query_output = 0,
@query_no_truncate = 1;

What I tried to solve?

1. Created a job with query above.
2. Gave db access to SQLSERVERAGENT user.
3. Set @exclude_query_output = 1
4. Trace with SQL Profiler
5. Google.

Here is the screenshot of problem