I found the answer here in this forum. I looked even more in some old threads and found out that I have missed to add each vlan under Port Based VLAN and select tagged there.
Now I have each vlan under Port Based VLAN and each vlan there is tagged under the lan port.
I also have each vlan under Interface Based VLAN and have there selected the correct interface.
I also have created a LAN interface for each vlan with a subnet and selected the correct interface.
Now it works as it should. Sorry if I have taken up someones time.
The next step will be to properly isolate each vlan which I have found information about in the wiki and here on this forum.
Best Regards
tu24