Thx, Max for pointing that out! It looks like I had an old and faulty IMU_MAG_INCL entry somewhere in my config file. Probably from one of my tests before. I thought I have cleaned it multiply times :-/. Whatever, I have a complete set of parameters now! They are not the best ones, but that's another story. Sometimes it's really hard find these kind of mistakes without having done it before successfully.
I did a few short test flights today, but there is still a lot to do. It was very windy today - not the best day to try new controller. The main problem at the moment is a very laggy yaw control and sometimes the copter just rotates randomly. Luckily nothing broke so far. Maybe vibrations are causing these issues.