I"d like to add to my recent post an important update: Just by chance, I was offered today a migration "to a new server platform", when I logged into my web-hoster (STRATO). I agreed and after a single mouse-klick and virtually 4 seconds time the migration was confirmed by STRATO (sorry, hope nobody blames me for making advertisement for them: I"m sure there are many others and equally good hosters around).
When I again used the Tools/Export command from my WP blog, the transfer was suddenly about 4 times faster. Before the transfer started with 16kb/s and continiously went down to 4kb/s before it stopped and produced the truncated XML-files mentioned in my post before. The total download time for the truncated files (ranging between ~ 200kb and ~900kb) was 1min 40sec.
Now, it transfered a 992kb XML file (complete blog with all posts and with the final </rss> tag at the end) within 20 sec.
So for now, the problem with truncated exports seem to be solved. I don"t know, however, what happens if in the future my blog export increases further to a couple of Mb. It might be, that even with this higher transfer rate I have now the same situation comes back as soon as the total download time exceeds 1min 40 secs.