Leonardo: Waking up USB after SLEEP_MODE_PWR_DOWN

I have been trying to get USB communicating after putting Arduino Leonardo compatible board into SLEEP_MODE_PWR_DOWN. Although watchdog wakes up the device, the USB is no more working. However, my PC still shows the COM port as normally, but it doesn’t repond.

Also, I can see that the board is still alive since I can see LED blinking as I programmed it to do according to sleep periods and watchdog wake-ups.

I read earlier that an USB device that wants to sleep should somehow inform USB host that it goes to sleep. How to do that? Is there a way to wake up USB from this situation?