And in the Start-Screen the jump-Button (that works in the game) is mapped as the F3 (I did this for the C64)...
So I think the best thing would be, that I can leave the game via one ESC and one whip-strike in the Pause-Screen....that should work.....I hope

Is that possible? That would be fantastic!
EDIT:
Try this:
Download Spelunky 1.2 Cabinet EditionChanges:
- Quit game changed from Esc + Rope to Esc + Attack
- Suicide changed from Esc + Bomb to Esc + ItemSwitch
- Disabled F1 key while paused (suicide)
- Open level editor changed from F2 to PgUp
- Open level loading menu changed from F3 to PgDn
- Extended length of rope on title screen so it can be climbed without jumping
- Compiled with GM 8.1 (should improve performance)
- Included fixed config program (no longer skips past jump button during gamepad config)
We can make a few more changes if needed...i sort of assumed you aren't playing any custom levels so the changing those F-keys to PgDwn/Pageup was arbitrary.
Another thought: do you have key mapped/available to purchase from shopkeepers?