Thanks, I see... So if I understand it correctly - since I have quite big partitions like ~30 GB each in one parent table and from ~1GB to ~5 GB in several others I presume I had to set wal_keep_segments to some really high number and stop our security cronjob cleaning old WAL segments (because we already had some problems with almost full disk due to old WAL segments) until the whole transfer of snapshot is done. Because only after the whole snapshot is transferred logical replication workers start to transfer WAL logs reflecting changes done from the moment snapshot was taken...
