I would like to move a handle of a curve so that i have everywhere straight corners. 
So I would snap the selected handle moving it by Y axis till handle nr 1 and along X axis till it snaps with handle 2, but it seams that handles are not treated as vertices so snap to handle doesn't work and there is no "handle" option in snaps menu to choose. Is there something I am missing or at least some work arounds?
How do you try to snap them to other handles? First of all #1 and #2 in your screenshot look like control points to me, not handles. But with Snapping set to Vertex you can snap to control points and handles.
The important thing is to not use the Snap Base > Active, use the default Closest or Center or Median. And the mouse has to move to the target handle you want to snap to, do not drag the selected handle to the snap target.
Then it works just as expected, you can snap the selected handle to other handles or control points. In the following GIF at first I move the selected to another handle which does not work, then I continue to move the mouse to the handles:
By the way, to see all the handles to know where I have to move the mouse I have changed the Curve Edit Mode Overlays for the Handles from the default Selected to All:
However this is not necessary, it works with invisible handles too if you know where to move the mouse:
And just in case what you actually wanted to do was snap the control point to the X and Y positions of the adjacent control points, you can do this by moving along an axis and snapping to a point as well:
V is called Set Handle Type because it does exactly this - it sets the type of the handles, not the control points. Handles are always connected to a control point.: control points and handles. We usually limit answers to official stable releases since alpha and beta can still have bugs and be subject to change. But actually it works in my 5.0.0 beta just like in 4.5.3 LTS. $\endgroup$