Here https://www.flatcar.org/docs/latest/installing/bare-metal/booting-with-pxe/#adding-a-custom-oem is written that the path for ignition config.ign in custom OEM is usr/share/oem.
But the config was not loaded.
After debugging in the flatcar with journalctl --all I found out that the correct location was usr/lib/ignition/base.d (and other subdirs).
I used the current stable channel.