Thank you.
edit: it seems as if the below was a botched SPF entry where I forgot to add the mail relay to the record. The messages looked like bouncing from the hoster but it was in fact actually the hoster telling me that my server wouldn’t accept the messages.
Maybe it would be a good idea to add a reminder to the “Routing / Sender-dependent transports”- section that you should edit the SPF record: most people will go with the recommended “v=spf1 mx a -all” from the online howto and that needs to be changed once you add relays etc. - at least in a case like mine.
/edit
Unfortunately the problem isn’t entirely solved, I just found that now that Sieve can send messages to external accounts/redirect messages to external accounts, internal redirects (including the filters you can configure in SoGo, which simply translate to user based Sieve configs, if I understand it correctly) bounce with the hosters relay for whatever reason. As soon as I use the “original settings” internal redirects work again but then I’ve got the other problem.
So basically Sieve messages to external accounts must use the relay, but Sieve must not use the relay for any internal messages/redirects. I have no clue how that could be achieved as of now.
My hope is on the hoster whitelisting that communication for me, still not great though.