I had a look here and look there for hours, … – accidentally I looked into the *Messages* buffer and found, that some file access within c:windowstemp failed. The system variables TEMP and TMP are initialized with c:windowstemp, but I have no rights to look into c:windowstemp. Alright, system variables can get overridden. And they actually were overridden. I just changed that to something very, very simple: c:temp. I restarted emacs, and everything was alright again.