The de Haas - van Alphen effect in two-dimensional (2D) metals is investigated at different conditions and with different shapes of Landau levels (LLs). The analytical calculations can be done when many LLs are occupied. We consider the cases of fixed particle number ($N=const$), fixed chemical potential ($\mu =const$) and the intermediate situation of finite electron reservoir. The last case takes place in organic metals due to quasi-one-dimensional sheets of Fermi surface. We obtained the envelopes of magnetization oscillations in all these cases in the limit of low temperature and Dingle temperature, where the oscillations can not be approximated by few first terms in the harmonic expansion. The results are compared and shown to be substantially different for different shapes of LLs. The simple relation between the shape of LLs and the wave form of magnetization oscillations is found. It allows to obtain the density of states distribution at arbitrary magnetic field and spin-splitting using the measurement of the magnetization curve. The analytical formula for the magnetization at $\mu =const$ and the Lorentzian shape of LLs at arbitrary temperature, Dingle temperature and spin splitting is obtained and used to examine the possibility of the diamagnetic phase transition in 2D metals.