Hi Everyone,
Thanks for the answers. I learnt something new.
I ended up using the:
\namedstructureuservariable{chapter}{my_custom_variable} command with \setupheadertexts.
It worked well - at least for my case.
 
While reading the wiki I started wondering what is the role of:
lefttext / middletext / righttext keys in \setupheader and \setupfooter commands.
I would understand htem as keys that can be assigned some value for their respective slots. I tried to put some texts manually, but there was no effect - or maybe there is some trick to that. It was just a bit of exploration - the solution I described works well for my case.

Thanks again for your time and experience...
Pawel