Please post exact wording of these messages here.

I already had above!

Go to Project Settings, open Dateitypen, SDLXLIFF, Allgemein (or similar) and switch off the validation there, then try again.

Thank you!
The first problem is solved, I have no error messages any more. Unfortunately, I still don't get a converted docx file.
Is there anywhere else I could have a look at?

Thank you in advance!

Open the file for translation in Studio and go to File -> Save target as, then select a folder of your choice. Your DOCX should be then stored there.

I tried, got a new error message!
I really have no idea where/how to remove this picture...

I tried, got a new error message!
I really have no idea where/how to remove this picture...

You have merged segments over paragraph breaks. This causes the error you show. As you cannot undo the merge, you must retranslate the document from TM and pay attention NOT to merge segments with picture or similar tags.

Thank you! Of courses, I have merged segments as some sentences were incomplete and the second part far away. It's not the first time I do so, but it never happened.
So I will translate again. I am relieved!
Many thanks again for taking the time!