Found the File in the Temporary Internetfolder from Windows. It seems that this is related with the setting in Internet Explorer, if you want to delete Temporary Files on closing IE.
If you check this (delete Temporary Internetfiles on closing" this file will also be deleted. But only if you close an separate IE Instance. This is why it worked sometimes and sometimes not. Is there a way to tell Windows from Filemaker to delete the Temporary Internetfiles by command, or do I have to code this manually?