If have tracked it down and found what it was causing: the "/core/config/config.inc.php" file.
We all know that HTTP 1.0 requests come without a $_SERVER['HTTP_HOST'] and then, the $http_host variable in the config-file is empty, which causes this error.
Even if you set the base-url manually to your host, this alone will not to the trick unfotunately.
This little "quick and dirty" code did the trick:
/core/config/config.inc.php:
replace
65: $http_host = $_SERVER['HTTP_HOST'];
with
65: $http_host = array_key_exists('HTTP_HOST', $_SERVER) ? $_SERVER['HTTP_HOST'] : 'your_http_host_here';
Really weird that after that 1.0 request, I open the page with my browser (1.1 request) the $http_host still stays empty until I clear the cache.
Is it possible that the $http_host gets saved in the modx-cache?