Sophos XG Failsafe after flash with 18.0.5 MR-5-Build586 and implement an Sophos XG Config from an Sophos SG appliance

Actually this case should be covered by backup/restore. Maybe there is something odd in your backup, but i cannot recall any open issue. You should get a support case and provide the affected backup file to investigate this further. 

I think its a bug by migrate from an SG with XG OS to an XG with XG OS

This is a usual use case and is done plenty of times per day. So there is no known issue in the current version. (Customers basically moving from SG hardware base to XGS or XG). 

And this is tested and works fine. There seems to be something broken within your config. 

But a "converted" SG will name the ports "PortE0", "PortE1", ... where an original XG names it "Port1", "Port2"...
That did never made any sense to me since the underlying hardware was at least at some time the same.

Yes, and if necessary I see the problems here that there is a transfer of a configuration from a SG as XG to a "real" XG.

It was also strange that the default SNAT rule did not work, which is also based on interfaces and another SNAT rule with exactly the same settings but worked.

Just to be sure: You have a base license in place on the new appliance? 

We got a Full Guard License on the XG.

Is it actually there? Can you check? 

The license sync is functional and active.

Any idea ?