I have put define(‘WPLANG’, ‘hr_HR’); in Functions.php
I have put hr_HR.po and hr_HR.mo files in /language folder of theme.
I am using child theme.
I have also put hr_HR.po and hr_HR.mo files in /language folder of child theme,
and have put load_theme_textdomain( ‘sparkling’, get_stylesheet_directory() . ‘/languages’ ); in functions.php of the child theme.
OK, I have found the answer myself, so I will share it.
The folder for translations is not /languages in theme folder, but /wp-content/languages/themes and you have to change .po and .mo file names to sparkling-hr.po and sparkling-hr.mo