We investigate the role of gap states in processes of perturbation transmission along finite superconducting Kitaev chain. We look at this problem on the general ground and use the formalism of non-stationary Greens functions, which contain full information about the non-equilibrium and non stationary properties of the system. We discuss tunneling current and non-stationary transport properties of a finite Kitaev chain with each edge connected to its own external lead. It is shown that the tunneling current is always exponentially small for long chains. The time dependent behavior of the tunneling current after the sudden change of bias voltage in one of the leads is also obtained. We investigate the characteristic time of charge transfer from the state at one end of the chain to the opposite edge state. We obtain that this time always exponentially increases with the growth of the chain length, and the relaxation time to the new equilibrium occupation number for the localized state is very large. Our calculations are completely analytical and straightforward, in contrast with many other methods. Obtained results show how quickly the "second half" of Majorana state responds after external perturbation acts on the "first half" and why "Majorana" states can hardly be used for any practical devices that require signal transmission from one end of the system to the other.