What I have found out by myself regarding the problem:
I think there is some kind of interference between my Digitakt and my audio interface Focusrite Scarlett 18i20. I have already spoken to Focusrite but they could not really help.
So the problem starts when I turn on the DT. When I am doing so without DAW (Ableton) open OB behaves pretty normal and the Engine shows the DT as idle. However sound is gone from my Scarlett and not coming back until i reboot the PC (Win 10) although everything is looking normal in the system. No error messages or anything.
If turn on the Digitakt after having started Ableton I get this Latency measurement failure as described before. The scarlett on the other side behaves totally normal. However in this case I am able to use the DT - despite error message - I just get a latency of probably 100 or 200 ms which is not really usable.
Somehow I think the issue must be on the Elektron side because I also have DN, AH, A4 and absolutely no issues with them. It is only the DT which is acting up.