Update:

I did install Windows 10 from scratch with the following BIOS settings
- 4G disabled
- all onboard devices disabled
- everything to Gen1

After some Windows Updates I did install the first card --> everything fine
added the second card --> everything fine
added the third one got an error before the bios
removed the third one - changed 4G to enable --> everything fine
added the 4th card --> everything fine
added the 5th card --> Windows is starting but I have a "code 43" error in the device manager for the last card

I searched a lot for this error and it seems to be a common issue but only with older Windows versions (not Windows 10).

Changing from Gen1 to auto didn't change something. I am still able to boot Windows even with "auto" but still have the code 43 error.

Any idea how to fix that?