Okay, I think I have found out what is causing the bug- I loaded an old save game and the banters worked okay. But then I sailed out and received the Beast of Winter letter (the one that triggers the quest). After that point – all the companions banters stopped. It seems they stop working once the “Honored Guest” quest is started. Did anyone else got that bug? And is there is way to fix it or is it just no banters until I get to Beast of Winter?