In addition to the above :
format.setProfile(QGLFormat::CoreProfile);
format.setVersion(4, 1);
QGLFormat::hasOpenGL() - returns true
this->context()->isValid() - returns true

Next checkind for support of Vertex shader:
shader->hasOpenGLShaders(QGLShader::Vertex, context()) - returns FALSE.

~> glxinfo | grep vendor returns:
server glx vendor string: NVIDIA Corporation
client glx vendor string: NVIDIA Corporation
OpenGL vendor string: NVIDIA Corporation

~> glxinfo | grep render:
direct rendering: Yes
OpenGL renderer string: GeForce GTX 460/PCI/SSE2

~> glxinfo | grep Open
OpenGL vendor string: NVIDIA Corporation
OpenGL renderer string: GeForce GTX 460/PCI/SSE2
OpenGL version string: 4.1.0 NVIDIA 260.19.29
OpenGL extensions:

So, I'm totally confused how with valid context and OpenGL 4.1 support I do not have support even for Vertex shader?