Is it possible to transform mesh animation (Shape Keys) into group of object (like primitives)? I have created a ghost character with use of cloth simulation. I have to export Collada file to import it to Xcode. Apparently Shape Keys / mesh is not included in .dae. 

Perhaps mesh animation (Shape Keys) can be somehow turned into an animation of objects (like primitives)? Mesh vertices into primitives with triangles and ngons?
Luckily yes!
Activate the "Oscurart Tool" in the User Preferences under Add-ons / Categories-Object (and save the User Preferences, if you want to keep it activated). The Oscurart Tools Tab then shows up in the Toolbox. Select the Object (with shapes).
Open the Oscurart Tab, select Shapes and in the Shapes Tools Tab "Shapes To Objects".
That should do it for you.