Hi @Avalansh welcome to this user to user discussion forum. This is not Dell Support. 

From your description the battery might be at End of Life. Please create a Windows 10 Battery Report to see if battery is serviceable. Look at BATTERY CAPACITY HISTORY and BATTERY LIFE ESTIMATES. 

Please check diagnostic LED status on ac adapter. When plugged into mains supply, the LED light should be on. Then, when plugged into laptop, the LED light should still be on. 

When saying "I got my Alienware M15 R3 around 2 weeks ago" are you saying:- 
(1) purchased new laptop from Dell and within first 30 day approval? 
(2) purchased new laptop from Dell and within free first year Dell warranty? 
(3) purchased new laptop from Dell and purchased additional warranty, such as Dell Premium Plus? 
(4) other type of purchase, please reveal purchase status.

Please click on Kudos to say thank you for response from user that is not employed by Dell. Please share an update on progress, so that other users derive benefit from your experience. Thank you. 

i buy it new from shop in russia

Battery have 4% wear per 2 weeks

LED indicator on cable is always on

Hi @Avalansh  thank you for sharing update and ePSA tests all pass. Images from Battery Report looks good. Battery starts aging as soon as manufactured even during storage. There will have been battery wear before you started using laptop. 

Seemingly POST completes without any diagnostic lights or beeps, the splash window appears, and laptop boots into the windows operating system. Not sure what you mean when saying "battery jump from 24% to 6". Please explain what battery value is changing. 

Support for Alienware m15 R3, Documentation includes Service Manual. 

Laptop without battery, is designed to function as desktop on ac adapter power. 

Please remove base cover and disconnect battery cable, do not peel off tape. Do not reconnect the battery cable, replace base cover without screws. Press and hold down the power-on button for 10 seconds. Plug working ac adapter into laptop, press power-on button. Laptop should boot into the windows operating system, and not shut down during use. 

Does laptop without battery, function as desktop without turning off during use? 

Please run Reliability Monitor, wait for timeline of events to load. Look at events for today. If laptop shuts down, note time, reboot laptop, open Reliability Monitor and look for new event at time of shutdown. Open event, at bottom of new window click on save to memory. Paste this event information into your next post. 

Please click on Kudos to say thank you for response from user that is not employed by Dell. Please share an update on progress, so that other users derive benefit from your experience. Thank you. 

Laptop work fine without battery, i'm sorry, laptop dont turn off he's is sleep

In work process, when battery drain untill 26%, alienhead button starts to quickly blink, after 1 minute battery status stay on 6%, laptop say what is critically low charge and go in to hibernation mode

in Reability monitor no 1 errors about turning off

I noticed today, when battery charged in 84% after immediately up to 100% and say fully charged

Its not have effect

I reconnect and reinstall all components (DC Jack and Battery)

I'm adressed to ASP in my city. Hope all be good)

Hopefully.