Okay, that’s really weird. But good that it works now. 
I do not setup the proxy function now but I will do this to in the near future. I use this plug to monitor the washing machine. The goal is to get a device that holds the full intelligence and reports only the actual status as a text sensor to Home Assistant. My ESPHome software is now fully functional but the last thing to perfection is to connect a (bluetooth) door sensor directly to this plug.
Therefore I have to setup the bluetooth integration in the future. But first I have to find a native working bluetooth door sensor. The Xiaomi is not such a thing. Maybe the Shelly Blu will work.