I have some script in one web block of my module1 that run onload of page. If I build page in this module I see that script run as I want. If I make dependencies from module1 to module2 and using this web block I see that script is not run. Do I something wrong? 

Thank you

For the purposes of running a script, there should be no difference between having the web block in your module, or referencing it from another module, unless the script in the web block imports files using a relative path. Check the browser's network tool to see if there are any errors importing files. If that's the issue, then make sure you are including the name of the module in the import path.