We need to wait for @de_employees to reply.
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Update: berrybase (I ordered the stick there) already sent a new one and I hope, that all problems will magically disappear after installing it 
Will give another update as soon as it arrives.
Thank you all!
Just want to add some things. Your network settings looked right and everything you have tried was ok. But sometimes it just take longer until light nodes are fully fetched in deCONZ. You saw the nodes with the hex names and only one dot in deCONZ. They will get two dots when they are fetched completely. And you got some debug log messages with error code 0xD0 as Mimiix noted. That means the coordinator still tries to find a route to the light.
So I would recommend to let the search for new lights run a bit longer. Then you could also try to force fetching the node parameters. In deCONZ click the one dot on the node and then click every square in the list. You can also click the node and then press F5 to reset it und force a re-fetch.
Thank you very much for your tipps - I think I managed most of the problems with a little trick. I thought about the route to the light and how I can help the stick to find a route (even though they are only 2 meters away).
So I connected the E27 Tradfri lamp to the Conbee, then let the light on (that it can help finding a route) and started the search after this. First try was only 2 lights out of 4, but the second attempt (after deleting the other 2) showed up all 4 (!!) lights in phoscon. WOW! After that, I tried the same thing for another 4 in the living room and they showed up after 2 or 3 attempts as well.
In the past, I always switched the E27 lamp completely off because I didnt want to upset the stick 
BUT: The 4 lights in the living room react a bit strange. If I want to switch them off all in phoscon GUI, only 1 or 2 switch off, the others are marked “off” in phoscon but are still shining in reality. No glue whats the issue there, but at least I can find them in phoscon and that is very nice!
Thank you all for your help so far!!!
The inclusion work better is a router is “on” than if the router is “off” ? (the state, not the power)
I searched for the E27 (~1,5m distance to the conbee) and this worked without problems.
In order to not confuse the stick, I switched the E27 hard off with the wall switch and tried to bind the GU10 lamps in the kitchen (~2,5m distance). No chance. Also the four GU10 in the living room (~5m) did not work correctly.
Today, I tried to let the E27 switched on and then did the binding. There were a few issues but All in all, I connected every single light (23 or 24) through 4 floors. Some of them have some issues when playing around in the app, but my Initial plan was to use iobroker. So I will first try to control them there before trying to fix anything in deconz.
My luck that I bought a E27 just for fun and just use it for testing purposes. Dont know if I would be able to connect the GU10 without. My assumption is that the conbee has some issues connecting to the tradfri GU10 directly, but works well with the tradfri E27. The pairing then routes the search through the E27 to find the GU10. But I am not sure and dont know why this could be as described.
Just fyi: I am now on channel 25,as this was the last that I played around with…