Where can I find compass?

[Path0logic]

It should be somewhere in Sewers, but the only place I didn't search is under a closed door (there is a ladder in this room, and on top if ot closed door without keyhole). How can I open it?

[Trypetide]

You need to find a lever to open the door up the ladder~

[Raze Yinglet]

Whilst looking at the ladder up to that door, go to the right and a short way into the tunnel with the poison purple mushrooms - use clothespin, thief's mask, or plague doctor mask to buy enough time to pick the mushrooms and remove the poison cloud. There's a lever there that opens the door, and the compass is at the end of the passage behind it.

[Path0logic]

Oh! I knew it was somethere near! All this time it was so close and I ran through this place a hundred times:) Thanks!

[Path0logic]

Btw, is south-east side of sewers available from there or it will be available from some other location (maybe by some quest)?

[Raze Yinglet]

Without booting the game up can't be sure which bit you mean, but there's several sewer sections - the area where you find the map and dead spider, the area with the leeches and ladders, the distillery / alchemist, and the flooded cell - which is probably what you mean. The first three are reachable with just the sewer key. The flooded cell is accessible through the jail(From your cell, turn left before the drunk guard), with a key given you during the Gusto/Fatale chain(including the Smithy's missing hammer)