> that company pays for my house, my car, my dental service and whatnot, and what's left I take as a employee salary ... I pay local tax for that salary
Until you get audited by your local tax authority who rules that all of that is disguised salary, or the Estonian tax authority says that that's technically (taxable) profit being paid to the director.
If you're currently doing this, I suggest throwing yourself at the mercy of your local tax authority with the help of a lawyer and an accountant, as it's possible they'll show some leniency if you go to them first and not add penalty fines in addition to needing to back-pay the tax and late payment fines.
You've got to get up pretty early in the morning to fool The Revenue.