After some work from SUSE and via Forum regarding CUPS and Firewall, some spend time we found out, the print job lose lot of data. I could print from Windows out of KVM - but even here it took some time and I lost data.
Since hardware was new, the last weak point seems to be the printer.
Update Firmware:
Update Firmware is always a risk.
- download firmware from HP and unpack on your PC
- on your browser type IP adress of printer and go into printer.
- update firmware via LAN
After update of Firmware, the printer works very fast and fine.

BUT: the HP printers do NOT work without HPLIPS.
Printer NEED to be installed via HPLIPS. This demands all interfaces on internal. After installation, interfaces might be on external again.
The print still works.