To solve the issue I executed the next commands:
1. Get to a temporary dir
> cd /tmp
2. Unpack pkg somewhere
> pkgutil --expand /Volumes/Command\ Line\ Developer\ Tools/Command\ Line\ Tools\ \(OS\ X\ 10.10\).pkg ./clt
3. This step is not so easy. I opened a file inside the expanded package
Surprisingly, it was a plist (a special XML-base format for storing properties on Mac)
4. Inside the plist was a tag with Java Script code! Where happened different checks of os version and paths. I substituted 10.10 to 10.11 and 10.11 to 10.12
5. I have packed the package again.
> pkgutil --flatten clt clt.mpkg
After these steps the bundle was installed smoothly.