So... it's been a while, I tried some things out and here is my update (spoiler: still no success yet).
I bought a similar CF adapter like the one from dealextreme from a german shop I luckily discovered, it seems to be from another factory (
https://www.m-ware.de/adapter-und-konverter/mini-ide-adapter/compactflash-an-1-8-hdd-adapter-von-m-ware-id6882/a-6882/). I also purchased another kind of adapter CF to toshiba 50 pin (
https://www.m-ware.de/adapter-und-konverter/mini-ide-adapter/compactflash-an-1-8-toshiba-hdd-adapter-female-von-m-ware-id7595/a-7595/). Finally, after some testing, I also bought a second CF card (Transcend 133x 32GB). Long story short, all combinations resulted in the same problem, which is hanging with the mentioned error pretty quickly when playing or skipping tracks (sometimes with the new card just endless hanging without error occurance).
The 1,8"-CF to toshiba-hdd-adapter did'nt work with both cards, giving me a -ata 11 panic error immediately after booting.
Strange thing concerning the idea to try rockbox version 3.9.1: even after full erases with special software and reformatting rockbox still told me in system menu that it was 3.14?!
I run out of ideas now... I think it is pretty sure that it is not the card or adapter, is it? Sure, I could go on buying further CF cards, maybe with other writing/reading speeds or capacity or models/manufacturers, but obviously this is not such an attractive idea. Has anyone a helpful thought about this -ata 11 error or rockbox 3.9.1 not getting installed?
Another thing I just discovered: Here is a patch for CF card using
https://www.rockbox.org/tracker/task/8644. Unfortunately, I don't really understand what's it for and how to use it. The patch area in the wiki is not understandable for me...
https://www.rockbox.org/wiki/WorkingWithPatches. May anyone help and tell if this could be a promising thing to try?