Searching this forum gave the answer.
The Keymaster was missing ad with the advice to install the bbp Stlye Pack, this role could have been set.
The tricky point for me is the fact, that depending on the view that is used, one might not see the Forum role, that is different as the one of the Site Role. The classic view had to be set first in the Users->All Users view to discover that.
If somebody else is struggling with the same issue, then follow these steps:
1. Jump to Users->All Users menu and change there the view in the upper right corner to “classic view”.
2. Verify the “Forum Role” column if your current user has the Keymaster priviledge.
3. If the Keymaster priviledge is missing, install the bbp Style Pack Plugin.
4. Once ppb Style Pack is installed jump to the menu Settings->bbp Stlye Pack and there to the Tab bbPress Bug Fixes and scroll to the Fix for the Keymaster. Tik it and press at the bottom on Save
This solved at least my issue 🙂