Ok, I found it. And here are my settings. Should I change anything?

Where I can find it?

Depends on your rights. As you never really answered the basic questions that are asked when you start a thread, we don't know if you have control over your installation, if it is hosted by Limesurvey (SaaS) or a University, etc.

lease help us help you and fill where relevant:
Your LimeSurvey version: [see right hand bottom of your LimeSurvey admin screen]
Own server or LimeSurvey hosting:
Survey theme/template:
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If you have the rights you should find it in LS 5 under:

Configuration --> Settings --> Global --> Security --> Filter HTML for XSS

However, as the XSS filter is always switched off for Super Admins you most probably don't have "super admin" rights and thus you most probably won't have access to this setting. Whoever is controlling your Limesurvey installation would probably need to check this for you and switch it off.

OK, so while I wrote my answer you found it, you obviously have the rights to switch it on and off and it is OFF.

So now we need to find the reason for why the code is still "filtered", because the XSS filter doesn't seem to be the culprit if it is "off".

What happens if you set "Disable question script for XSS restricted users" to "OFF"?

Are you using different users for creating the survey and administering the installation?

I switched "Disable question script for XSS restricted users" - no change.
It is a university server and I am not an administrator, just a user.

It is a university server and I am not an administrator, just a user.

All people that have access to the backend are called "admins" in Limessurvey, so I guess you are a admin, but you are probably not a super admin. However, if you are not a super admin, you should not have access to these settings of the XSS filter, I think. This sounds strange.

Before we try to solve this riddle, without seeing more than your screenshot
which made me think of a typo (This way I could reproduce something like this)
you should send us this question as lss export.

Joffm

Here you are: 

We say it over and over again. Always copy and export the survey with ONLY THE RELEVANT QUESTIONS. None of the volunteers trying to help you want to go through 46 questions trying to figure out which is the problem.

Unfortunately, I have no option to export single question.
The only I can do is to give you the number of question: G02Q04.

Unfortunately, I have no option to export single question.

Of course you have:
1. Copy your survey
2. Delete all unnecassary questions
3. Export the new survey as LSS
4. Upload it here.

Yes, it is a little bit of work on your side, but makes it easier and quicker for the volunteers that help in the forum.