I've found a discussion about similar topic for Fuse 4.1.0, but unfortunately there was no solution. It seems like this issue still actual on Windows
Well, at least storage.location message I fixed by adding
However, it did not change anything.
It turned out that neither ssh nor webconsole were installed, despite I installed them when using karaf.bat/servicemix.bat console. It seems I don't really understand how all this stuff works.
However, I connected with jconsole, I found status of the installed feature in
org.apache.felix.karaf->features->root->Attributes->Features and using tabular navigation found webconsole and ssh.
After that I went to org.apache.felix.karaf->features->root->Operations->installFeature (second one, with 1 argument) and installed mentioned above features.
If somebody explained this behaviour I would really appreciate.