Finally it's unlocked.
After having completed the game at recruit level we first tried to play the last mission again. It didn't unlock the pro mode. Then we started playing at contractor level and played the first mission through (the one with training). Didn't unlock it. Then we just kept on playing and played the game through at recruit level. And then the pro difficulty was unlocked plus all
primary weapons purchased.
And then we started again all over, pro level this time
Thanks for replies to all anyway.