Hi folks,
after another couple of hours of googling through the internet and fiddling around this problem I found something very interesting.
The authentication works perfectly when I replace the domain name of the Dynamics system by its IP address. I do not know this for sure but this domain is below the TLD .dev which has HSTS activated by default (thanks google!). I even tried connecting using another FQDN from another TLD (which was .net) and this worked perfectly as well.
Therefore I conclude the issue is originated in the configuration and handling of HSTS.
Thanks to all!
Kind regards
Markus