Ok I am a step further now and have it running, and I think I know what the problem is.
First of all, I confirm that "Use default maven global settings" is working very well and it effectively leads to using the configured global settings.xml provided by the Config File Provider plugin.
Also I confirm that the option "provided settings.xml" is working well and it effectievely leads to using the configured settings.xml provided by the Config File Provider plugin -- but that one has to be told in each and every Maven job description! :-(
What not work is "Use default maven settings". It leads to the fact that Jenkins still is using a "vanilly" Maven config instead of the settings.xml provided by the Config File Provider plugin. And it looks like this is a known "limitation" (I would say: "bug") of that plugin.