Thanks for the reply.
Indeed, I tested it with my iPhone 6s and it works like a charm. Now I suppose that it is an issue with my cellular SIM in the iPad Pro. This card is associated to a profile with a proxy server which is only accessible for a closed user group and not publicly visible. When I am at home, with the WiFi of WMD bridged to my home network, it is sufficient to turn cellular data off, connect to WMD and then I can turn back on cellular data with no problem. I suppose, because my iPad Pro then uses the home WiFi, which has no proxy set, for internet access.
Sorry I am not able to post some screenshots right now. This is also difficult, because the error messages appear only for a second.
