Looks like I'm making a mess of it. Sorry.
Some theory: Because of User Account Control enabled, any file inside Program Files is protected from changing. Windows makes kind of 'shadow copy' of relevant folder (for us it's
.../GOG.com/Baldur's Gate 2).
That copy is located there:
C:\Users\(your user)\AppData\Local\VirtualStore\Program files\GOG.com\Baldurs Gate 2 Anytime you save game, change configuration, etc. any modified files are stored and read from that 'shadow copy'. That way original files inside
Program Files are protected.
Now, if changing baldur.ini file inside
Program Files didn't work, it means you need to change the same file in that 'shadow copy'.
^ All this problems will be gone if you install game somewhere else than
Program Files