In fact, as I assume, we need to write our custom HyperParameterOptimizer, am I right?

Yes exactly! it should be very easy
Just Inherit from RandomSearch and change create_job
https://github.com/allegroai/clearml/blob/d45ec5d3e2caf1af477b37fcb36a81595fb9759f/clearml/automation/optimization.py#L1043