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We generated segwit addressess via addwitnessaddress command in v0.15 core client. Therefore receiving funds to our segwit addresses.

When spending those segwit UTXO, wallet creates a standard change address starting with 1. Is there a way to set custom change address (segwit preferable) in bitcoin core via config or some parameter (not via GUI). We wanted to contribute to segwit addoption, but this behavior is contraproductive. Any thoughts how to solve this?

The other problem is related to coin control feature on segwit addresses: I used coin control feature to consolidate UTXO and send it to a single address (saving data on the blockchain becasue no change was created). However when using the wallet with segwit addresses it does not calculate size of transaction correctly - causing dust change.

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Is there a way how to report this to core developers or any plans to solve this with core v16.?

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Is there a way to set custom change address (segwit preferable) in bitcoin core via config or some parameter (not via GUI).

Not in 0.15 I believe, you would have to create a raw transaction manually with the change being sent to the address you wanted. Better support for segwit addresses is coming in 0.16

Is there a way how to report this to core developers

Yes, you can submit bug reports to the issue tracker on GitHub here: https://github.com/bitcoin/bitcoin/issues

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