Hey, thanks for your suggestions and great support!
I found the Solution now!
This was a good Tip, about the conflicting rules! Of course - especially if it worked before. I could have come to that conclusion myself..
I really just wondered and could not imagine, that the default rules could make troubles.
But then first I deactivated all others and tryed only programs - this worked!
And then added others, until now after testing I found out - it was when the Downloads Folder was checked!
=Solution is uncheck Downloads Folder.
You should check for that issue. And exclude programm shortcuts from ever getting used by downloads folder routine.
I see the Fix incoming soon 
Also I never created manual shortcuts on desktop like in your vid example (who does that 
) - just create shortcuts from the program or file/folder itself (with ALT+drag&drop;)
Well it works now again.
Looking forward for Fences V4.
Thanks and best regards
Maxim
