Recently I have had an issues with my heart rate sensor, and values comes very high: 239 at the begining of free ride, and that value is now set as max in zwift power stats 
It would be great, if that kind of abnormal was detected and ingored, or I could click and mark this value as incorrect. What do you think?
When that happened to me, I was diagnosed with atrial tachycardia. Could be faulty equipment, or not. I would neither trust it nor ignore it.
cool, I mean, not cool… I know it is fault read of sensor, because it is not only one particular read - but long straight line on graph and come on 239? 
what kind of tachycardia can do it? really
HRMs are really bad at identifying unusual heart rhythm. Sometimes you just get a really weird result like that. But if you’re confident that you’re OK, just go to your profile in the game and adjust your max HR to whatever you think it is. Many HRMs have a max value that they will report so when something goes wrong it just reports the max of what it can do (often 220 or 240).
I’ve experience wacky hr monitor issues when the battery was low…might be worth replacing to see if that corrects the issue?