Yes, no problem. However, my XOrg was compiled without Xephyr, so I rebuilt it.
Unfortunately, I've decided to update mesa to latest commit as well, but it
seems that one of recent commits breaks everything (I get an unusable desktop
which looks white and can see gray outlines of KDE taskbar, mouse cursor and
login password box cursor). So, I had to temporarily revert to 13.0.3 mesa. But
there some useful info. First, on 13.0.3 I cannot reproduce fault with
reproducer app. Second, reproducer app looks same under 13.0.3 both on Java 7
and Java 8. I found it strange that under Java 7 swing app looks like it should
(Metal look & feel) and under Java 8 it looked different (white buttons instead
of default metallic). But it appears that this was just a rendering artefact.

I will try to get back to working mesa commit and reproduce the problem with
Xephyr now.