You keep talking about HD wallets, and I want to stress that both legacy and descriptor wallets are HD wallets. There is no way to create a non-HD wallet in Bitcoin Core. Regardless of whether you make a legacy wallet or a descriptor wallet, you will be making an HD wallet. Being HD or not is not really relevant to your question.
This is currently my main problem with the new hd wallet. I can find instructions on the net on how to save something on paper again. But they are quite obscure instructions and so far I do not really understand what I would really do there. Not having a paper wallet, not having my keys on paper, makes me feel insecure. I'm creating something, backing it up, but I don't understand exactly what it is.
The only official method for backing up any Bitcoin Core wallet (since the very beginning) is to have a copy of the wallet file. Modern versions of Bitcoin Core have specific buttons in the GUI and RPCs for safely making this backup file and restoring it in the future. The wallet file contains everything that is necessary to spend your Bitcoin, as well as metadata. All of the information that you see displayed about your wallet is contained in the wallet file.
If you really want to have a paper backup, it is possible to do this with descriptor wallets by using the RPC
listdescriptors true. This will output all of the descriptors in the wallet (there aren't many) with their private keys included. You can write that down on paper if you really want to. Note that it is case sensitive. Also, you can't do this with legacy wallets.
Why not? Every Bitcoin address still corresponds to a ECDSA keypair where the private key gives me control over the corresponding UTXO. Or does the hd wallet change anything about that?
A wallet consists of multiple keys, and will have multiple UTXOs, typically associated with different keys (you shouldn't reuse addresses). When you make a transaction, you'll probably be using multiple UTXOs. So a single key is unlikely to even be able to fully sign a transaction.
Working without printed keys or at least a seed goes against my personal guidelines of robustness. Of course, I could get over it, but I wouldn't feel safe with it. Having the private keys for the UTXO on paper is just a good feeling. When I only have wallet backups on electronic storage media, this is not robust for my taste. Software changes. The keys remain. I have to save the keys anyway. Why shouldn't I be able to write them down as well? It's just my emergency backup when everything else is lost. And it's independent of electronic devices. That's just to explain my motivation. Am I missing something or is my position suboptimal?
If you insist on doing that, I still recommend that you use a descriptor wallet. Descriptors are standardized and intended to be imported into other wallet software. With a legacy wallet, you'll have a seed that is not at all standardized (Bitcoin Core does not use seed phrases). This seed also looks like a private key, so can be easily confused one which is detrimental in a restoration scenario. Otherwise, you'd have a couple thousand individual private keys (although these can be regenerated given the seed). Lastly, that seed is essentially a Bitcoin Core specific thing, so if you ever wanted to use a different software, you basically can't.
What actually happens when I convert a legacy wallet to an hd wallet? Then the already existing ECDSA keypairs remain the same or not? Please excuse the many questions without proper understanding. For me hd wallets are completely new.
In the legacy to
descriptor migration, descriptors are created for everything in the legacy wallet and placed into a new descriptor wallet. New descriptors (and hence new keys) are generated and will be used. However, as the wallet contains descriptors for all your previous keys, no funds are lost and you can still receive with any addresses that you have previously given out.