With respect to the problem I have with my external content type list I decided to try a workaround by directly connecting to MS SQL (2008) (the source) and query the data there for now.
Now I run into a problem that I setup my connection strng like this:
Data Source={DBSERVER\DBSERVERINSTANCE};Initial Catalog={DATABASENAME};Integrated Security=SSPI
And I check the use windows authentication box and fill a credential that has access to the database.
But I get an error with the message:
Error performing database operation. Login failed for user 'NT AUTHORITY\ANONYMOUS LOGON'
But that doesnt make any sence since I specify a credential set, why is this set not used?