Hi @vladvlad8397, welcome to the forum! 
The first three beeps indicate the three phases of the motor are correctly detected. The next beep indicates the ESC has been given a signal in the valid operating range, and then once it detects a 1500us signal it beeps again to indicate the thruster is armed. After that the thruster can be controlled as expected.
If you’re missing the final beep then most likely your PWM signal isn’t accurate or precise enough to be recognised as a valid ‘stop’ signal. In this previous post, the user found that the default RPi library only allows software PWM which isn’t very accurate. They then switched to the PiGPIO library, which uses hardware timing, and stopped having issues.
I’d suggest you try installing PiGPIO and using that. If you’d prefer a more abstracted/intuitive interface you can also install GPIOZero (which allows you to use PiGPIO as a backend) and use a Servo instance to control the relevant pin