Another problem:

It seems that HEX miner is unable to connect via the normal "getwork"-method correctly.
I can connect to pools using the stratum proxy, but when using bitcoin-qt in server mode (on windows), HEX miner is unable to connect.
I tried some old GPU miners with exact the same credentials: This works.

So it seems that there is a bug in HEX miner when mining WITHOUT the stratum-proxy. Please check/fix this.

(btw, when enabling debug, I get: |E0005|Didn't find valid 'data' in Server Response)