SOLVED!
As you could see on SignalTap the stream was valid, BUT:
The automatically inserted ST Channel Adapter surely only forwards one channel. With using the multiplexer it creates a stream with two channels and the channel adapter deletes the "valid"-signal of the second channel.
So all of the data was coming to the TSE but with a constant low "valid"-signal.
By manually altering the channel adapter verilog file it works. Every packet is completely transmitted by the TSE.
But I am still wondering why the adapter is automatically inserted after a multiplexer... by discarding one channel there would be no need for the multiplexer...