Is it possible to update the item price in a Sales Order, using CSV Import... I need to update Sales Order with single item, the price was wrong, I need to change only the price

Yes, run a Saved Search on that Sales Order, including the Internal ID, Line ID, and Item Rate. Then just edit the CSV and reimport it.

You might need to include price level and set it to custom if that is not what is currently on the sales order line.

Custom price level did the trick, thanks