Ok, I got the point why it was not working: it is my special setup.
I have a HP ProLiant Microserver, that is not able to boot directly from ODD-Devices (as the HDDs have lower ids in the SATA-Contor. That is why I used the workaround with an SD-Card (which can be configured as first boot device) where grub is running to boot from SSD. On all updates only the SSD-grub is updated, but the SD-Card grub was still the old one.
With this tutorial (https://www.hardwareluxx.de/co…3207-81.html#post22905333) I ran my setup steps again an now everything is working as desired.
I hope no one else is having that trouble....