And I must admit that I'm very disappointed in the fact that there is no IntelliJ team support for this topic, or some guidance to help people, as this happens pretty much after all new versions of IntelliJ and it's update, and as a consequence, it impacts a developer's work, at least for us who work on really big projects.
So I've decided, to make this short tutorial how to restore back your bookmarks for Windows 10 users :
As of version 2020.1, IntelliJ operates under hidden Windows user AppData folder :
Even more, under C:\Users\<windows.user.name>\AppData\Roaming\JetBrains there are previous versions, (along with backup folders !)
and under appropriate version, in folder "workspace" there are all modifications, in the form of <funny_ssh_like_fileName>.xml
So, in my case, I've :
1. opened ~\AppData\Roaming\JetBrains\IntelliJIdea2020.3\workspace
2. sort files to descend based on modified flag
3. opened the newest one, and found that there is just one new bookmark, without previous ones !
4. so, I opened next recent xml, found <component name="BookmarkManager"> and copied everything in between,
into the current IntelliJ workspace file