Thank you so much, all who tried to help me with the CEF4 component.
It works since several minutes.
And a thousand thanks to Paweld, who took much time to help me by personal messages.
The reason why it did not work for so long may be quite interesting as such: version conflict.
The CEF component needs, that the component and the CEF-files match in versions.
Sounds easy, just read the numbers and download.
I installed the CEF from the OPM (mistake!).
Somehow this creates a wrong version anywhere internally (not sure about, I suspect it). Even if I copied files above the OPM-thing and re-compiled, the hidden version conflict persists. I suspect, that this led to confusing error-messages, nobody here could solve.
I decided to reset my VM to a snapshot completely without any CEF.
And retried with the links for Paweld.
Then it worked.
These are the steps I will save into my backup:
Install the DCPCrypt from OPM
then leave the OPM and do not go there again!
Download the CEF-files and the Laz-component from here:
https://github.com/salvadordf/CEF4Delphi/archive/refs/tags/109.0.5414.120.zip
https://cef-builds.spotifycdn.com/cef_binary_109.1.18%2Bgf1c41e4%2Bchromium-109.0.5414.1
20_windows64.tar.bz2
Unzip CEF-files and
copy the directories "Release" and "Resources" into your wish-CEF-file-directory
Unzip the Laz-component into your wish-Laz-component-directory, install the lpk and recompile Lazarus
Open from the wish-Laz-component-directory/ e.g. the demo "simple browser".
Uncomment the lines with the "paths to the directory" and add there your wish-CEF-directory
Start the demo