Why a transaction couldn't be found with bitcoin-cli after 11 confirmations? I made a new address with bitcoin-cli getnewaddress:

39WqU8NJJasFjmaS2J4424UGVJn8Tqvh82


Then I initiated a transfer from some online service.
The transaction is displayed with 11 confirmations:
https://www.blockchain.com/btc/tx/cc09117205515389ed618acd31b6e691e363446c5ce5cce94b24cc74701fbd74

Now, I am trying to verify this with bitcoin-cli:

$ bitcoin-cli listreceivedbyaddress 0 true true 39WqU8NJJasFjmaS2J4424UGVJn8Tqvh82
[
  {
    "address": "39WqU8NJJasFjmaS2J4424UGVJn8Tqvh82",
    "amount": 0.00000000,
    "confirmations": 0,
    "label": "",
    "txids": [
    ]
  }
]

$ bitcoin-cli gettransaction cc09117205515389ed618acd31b6e691e363446c5ce5cce94b24cc74701fbd74
error code: -5
error message:
Invalid or non-wallet transaction id

$ bitcoin-cli -getinfo
{
  "version": 190100,
  "protocolversion": 70015,
  "blocks": 481192,
  "timeoffset": -1,
  "connections": 10,
  "proxy": "",
  "difficulty": 923233068448.9053,
  "chain": "main",
  "walletversion": 169900,
  "balance": 0.00000000,
  "keypoololdest": 1584106964,
  "keypoolsize": 997,
  "unlocked_until": 0,
  "paytxfee": 0.00000000,
  "relayfee": 0.00001000,
  "warnings": ""
}


What should I do in order to verify locally success of the transaction?

Why balance didn't increase?

The node is configured with prune=4096.
Your node is not fully synced, when you posted this it was only synced up to block 481192 (look at blocks under getinfo). 

Once the node catches up to the chain tip the tx should display properly.