@Sebastien Juglar : Bingo!!! I tried the SIM another phone (which did not make too much sense at first because it worked before in the Mi5s) and SMS were not received either! What happened is: I'm having an O2 Multicard, the second card I never used before. For testing another, new phone I put the 2nd multicard (which I never used before) in this phone two weeks ago (same time when I flashed new weekly on my 5s). That activated the SMS receive on that ohne and was deactived on my Mi5s!!!
Had to dial *125# on my Mi5s - SMS can be received again here!
Thanks for your help - thread can be closed!
Tom