Good Morning Alterego!
Yepp, I can confirm the SQL Server instance is exact the same as in the SQL configuration defined and it does not make difference if it is a named instance or pipes.
The problem was that the sql browser usually handles multiple instances - depending on the option for the port (default/static). In the SQL configuration you are able to define static port for every instances.
That's what we did, creating own port, open the port on our firewall and after that the component did not jump back to the default (inital) instance.
So this case is closed. Thank you for your hints.
-FRA