Problem solved.
There is a directory ./lazarus in the users homedirectory on the mac. All settings and much more seem to be saved there.
When it's not there, Lazarus builds a new one with initial settings, no problem. So I deleted it, no compiler errors. Fine.
Finally upon building the IDE there were some errors (Permissions.png) concerning directory permissions. These result from the fact that I do the installation as a non-admin user, but the installation creates all data in /Developer/lazarus with owner root, group admin and rwxrwxr-x permission. Therefore the new IDE cannot be created as a standard MacOS user without admin rights. And I am doing my work always as a standard user.
Logging in as user root in the terminal and running chmod -R o+w /Developer/Lazarus also solved this problem.
Now I have a 64 bit IDE with Cocoa. It looks good, no problem so far.
Thanks to the Lazarus development team. They are doing a great job!