I got it fixed and I will answer my own question, beacause this is absoluteley helpful for someone struggling with EF6 and the error message 'a call to SSPI failed' does really not give you any idea where top search for!
It ended up to be just a matter of configuration.
Several combinations of 'MySql for Visualstudio' and 'MySqlConnector' do not fit together and throw this exception when using the EF6 model creation wizard.
I tried this on a different PC, installed mysql server with all the drivers and could again reproduce this error for several combinations.
If you want to use EF6 with VS2017 for mySql server 8, please use the following setup:

MySql server 8
MySql for Visual Studio 1.2.9 (!)
MySql Connector/NET 9.0.0 (!)
NuGet package EntityFramework 6.44
NuGet package MySql.Data 9.0.0 (same version as MySql Connector/NET)
NuGet package MySql.Data.EntityFramework 9.0.0 ( " )