Click Tools>preferences>general>privacy&Security>Junk and click the Reset Training Data button.

I did that. That's what I meant with "and even deleted the training data from the junk filter". That took no effect :(

Is there any file containig that, which I can delete manually?

Delete training.dat from within your profile. That should do it.

I deleted the trainig.dat file. After I meant some days all should be working fine, I replied today to an email, where I was in cc: and so replied also to me. And Thunderbird moved my own email into local junk-folder :(

I'm at the end of my patience and think really about deleting TB from my system and change to another email-client.

Well, it might be that TB thinks an email that contains the same email address in both FROM and TO lines might be junk. But that's just my guess.

Might be. Could be plausible. BUT: it started sometime in the past (I don't remember when). At some point I realized that I ended up in junk/spam myself. I occasionally send myself reminders when I'm on the go and one day I missed them and then found them in the junk.

It wasn't like that before. Marking junk in the local junk folder as NOT-junk and manually moving it to the correct inbox also has no learning-effect.

Question: I just checked my settings in all accounts for junk and they are such that "trust an external junk header filter" is checked and then it says "spam assassin". Is it maybe because of that? Are there better ones? Especially for the German-speaking area?

This tickbox lets you select from one of several spam filter products. Spamassassin is provided by some ISPs and can assist you in checking spam, but I think it's only available to you if your ISP has it. Spampal is another product (free) that you can download and use and I have heard excellent results from people use POPfile.