So it's duct tape solution but it does what I need. Posting here my solution for the future me or the new generation. Need to add a delay and wait until the feature image where be added to the page.
if ( is_admin() ) {
function admin_editor_scripts() {
$script = "
jQuery( window ).on('load', function() {
let timerMoveFeatureImage = setInterval(function(){
let featureBlock = document.getElementsByClassName('editor-post-featured-image');
if (featureBlock.length > 0) {
clearInterval(timerMoveFeatureImage);
document.getElementById('normal-sortables').prepend(document.getElementsByClassName('editor-post-featured-image')[0].parentElement);
}
}, 1000);
});";
wp_add_inline_script( 'wp-blocks', $script );
}
add_action( 'enqueue_block_editor_assets', 'admin_editor_scripts' );
}