I need create google chat bot (or find already existing bot) which would respond with a reply every time when a user creates a new thread in the space?
As I found in the bot api, it looks like it only responds to the following 3 events (https://developers.google.com/chat/api/guides/message-formats/events#event_types):
It doesn't look like a bot can be configured to respond only to every new thread that is started in the space.
Your list of possible event types is incomplete, the full list is at https://developers.google.com/chat/api/reference/rest/v1/EventType.
That said, messages not directed to the bot do not generate an event, so the bot does not see them, as you correctly noted. There is a feature request opened for the functionality at https://issuetracker.google.com/issues/75245758.
See Q: How to find messages in google spaces using chat.api for an experimental REST API that allows to search and filter all messages in a Google Chat Space.