Free tool to convert

Should we buy such tool? Can we have any test to it?

Try using the XmlTextWriter open source.
Haven't tried it okay.
http://www.xmlforasp.net/codesection.aspx?csID=13

Sorry to that, I've taken its download but I have no ideas to make use of it.

The conversion is accomplished by using the XmlTextWriter class found in the System.Xml namespace.
https://msdn.microsoft.com/en-us/library/system.xml.xmltextwriter(v=vs.110).aspx

Does it mean it would create relevant EDIFACTS file, per given Version, using XmlTextWriter? How?

Of course, if you use the XmlTextWriter class then you will need certain coding effort to adapt it to your requirements.

REDIX converter can do this work for you but you should test it first thus I've been recommending to ask for the free demo.

Thanks.
Is there one auto. way by REDIX converter, to create EDIFACTS files per relevant version?

REDIX AnyToAny Format Converter Engine allows it because you can either write your own interface code or use the "redix command line".

More info: http://www.redix.com/faq/product/57

Sorry, how to make it aligned to specific EDIFACT version?

If support does not help then you may try to call their phone published on their web and/or ask the sales@redix.com.

If they don't respond then it means they are not interested in the product any more and you have to look for another alternative.