The problem has been solved
As described in my post above, there was a "backdoor" to the admin interface of the ISP "TDC Denmark" (Sagem) modem/router! Default this modem/router has no remote access to the admin webinterface for security reasons. Anyway the "backdoor" was found and soon after "closed" again by the ISP! Then, as a combination of the setting up the router for use with the Ubuntu Server and the ISPconfig controlpanel I found another way/backdoor into the modem/router , totally by accident. The software in the modem/router has been "fixed" and my problem solved at the same time.
A special thanks for helping and solving this goes to "DarinPeterson", "Zapyahoo", "Rich/RSinfotech", "Till" and "Falko"
Thanks for all your help!