Like I wrote in my Edit 2 my app.config somehow was not ok. I added the libraries manually into app.config assemblyBinding which resolved the "WARNING: unable to find dependency...". I have no clue why this was missing.

Resolving Warning 2:

WARNING: 'System.IO.Compression.dll' should be excluded because its source file....

I exclud all the dlls manually in my setup project by setting exclude=true. Maybe a filter to exclude this dlls is also an option, because sometimes the dlls get readded to my project and the warning shows up again. Excluding the dlls seems to be save, because those are part of the .NET Framework 4.8 runtime, which the target machine should already have.