Poked a bit around AP folder and found out that:
KB973540 - ran the file manually with suggested keys (/quiet, /norestart), it installed just fine, detection folder and file in windows/system/catroot appeared. Dunno why the hell AP couldn't do it
KB960859 - APM is in mdules/critical, while the patch itself is in modules/__MSIE_critical. Moved the .apm file, installed just fine, detection file appeared.
KB946691 - doesn't install because some required office component can't be found, but you only see the alert when run the patch without /quiet












