Chosen Solution
Connected MBP Early 2015 to Samsung 4k monitor. HDMI>HDMI works as expected, 3840x2160@30Hz. Then I connected Mini DP > DP (monitor side). I expected 3840x2160@60Hz but all I get is 2560x1440@60Hz. In Preferences I cannot select any higher resolution with this cable. Is it a cable problem? Or I missed some configuration?
Ah! You found the loophole! mDP vs Thunderbolt connections are not the same. To get 2560x1440 you need a Thunderbolt cable and the monitor needs to be Thunderbolt compatible!