Hi guys,
thank you all for your answers! I'm glad, that I'm not the only one with that problem. I really don't get it. Single playback is smooth, scrubbing through multiple clips is smooth but that case with fast cuts is not.

Even Premiere Pro can handle that native 4K clips without any problems. It seems I will have to use Resolve mainly for colour related work. That's a pity, because resolve is really powerful all in one tool.
oliwend wrote:After setting Playback > Render Cache > User and
Selecting all the short clips > right click > Render Cache Color Output
Oh yeah Oli, I realized that too, with render cache on, it's playable.
iNikitaPOD17 wrote:by the way, I noticed many more problems: if you switch the interface to Russian, the commands on the keyboard stop working (even elementary com+c, com+v) When you scroll through the keys JKL (L) - does not work.
I've got also many other problems with resolve on Mac. For example when I hit shortcut command to switch tool to blade, trim or selection mode, my mouse freezes for a second. It's also really annoying behaviour. When you're like working with clips and moving around with mouse over the timeline, In the moment I hit the shortcut to change selection mode to blade, pointer freezes for a second. Is it happening to you too?
Anyway, thank you all for your time and effort! I really appreciate it!
specs:
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DavinciResolveStudio 16.1.2
macOS Catalina 10.15.3
MacBookPro 16 inch 2019
2,3 GHz 8-core Intel Core i9
64 GB memory
AMD Radeon Pro 5500M 8 GB
2TB SSD