Thanks for your answers!

@Mark : I use VOR/LOC and G/S Auto for Localiser/Glidepath intercept
       I have also tried the default CTRL-Z command to hold altitude. That moves the Alt-hold
       switch to the upper position. But the result is the same: no hold!

@Lou :  I use the upper position of the altitude hold/elev.disconnect switch to hold the
       altitude (the switch has three positions). ALTITUDE HOLD WORKS WELL ON CRUISE!
       I use the pitch wheels for climb/descent and have no problems with that.
       I have no problems with the view outside.
       I think I know how to fly an Ils (have read your tutorial also) and am always (almost) on speed.
       I use full flaps without rush and large power changes.

I have made two more (short) flights now, with always the same result. :(

After descent from cruise and slowdown ALTITUDe HOLD DOES NOT WORK any more.
I switch off altitude hold then and use the trimwheels to hold the altitude.
This works well without problems.
If then I switch on again ALtitude Hold (without touching anything else) the nose goes
immediatly down slowly and it begins to descend! That is not normal!
I have to switch off Alt Hold again and use the trimwheels again to hold the altitude.

Localiser Capture works well without problems. (light amber, then green)
GLIDESLOPE CAPTURE DOES NOT WORK for me.
The GS light is amber on the annunciator and then turns green also and the plane begins
to descend. All seems normal first, but then it descends too fast well below glideslope
and the light turns amber again.
Then I switch off the AP and land manually which is fortunately a pleasure with this plane! :)

Guy