Is any possibility to set tproxy on the linux box witch is bridge only ?

Yes...

Bridge has no its own ip-address.

...but it would not make sense without an address.

There is no other network interfaces on this box or there is interface wich is used for management only (fake address space) and has no default gateway. The bridge is needed to save network configuration unchanged.

Your problem must be somewhere else, a bridge alone won't save the configuration. Jan Engelhardt --