@nraymond
Thanks for your hints.
My steps:
I downloaded and installed the latest Intel Chipset drivers from the page, you mentioned.
Restart.
I turned off "USB legacy" in the BIOS.
No change. The keyboard is still detected as "unknown device, error 43".
For my tests I did not use the blue USB3 ports.
The keyboard I used has no hardware problem - for sure. It is borrowed by my neighbour, and it works fine at his mac.
I'm not sure if it is important:
When the keyboard is attached, the led of the capslock key is not burning, even if I press it several times.

Any more ideas? Would be great. Thanks.
Only to be sure:
does it play a role, if I leave the standard keyboard attached at the PS2 while testing?