>I'm thinking, that object's Destroy method should loop through all its properties and check if it's an object. It it is, it should set it to null. This way we will release dangling references.
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>However, in my case the Destroy method was not called. Could it be like that:
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>in object's life-time we create an object with CreateObject('someManagerobject'). Then we add a reference to this to that manager object. Now, how are we going to release the original object? I don't see a way.

Can we have an array of all vars before instantiating an object and after that? But even if we do have such array, how will we know in which order we need to release our objects?

If the above scenario is true (object instantiates other objects and sets reference to itself to these objects), then it's a huge design flow. It should not do that.