It works now like a charme. I am go back to Cyanogenmod 7.2 baseed on android 2.3 and everything is fine on the HTC Desire HD. The pairing is now possible. I think, that there is a new Radio needed for Custom-Roms above Android 2.3. The RILs from ROMS based on Android 4.x does not fit with the Stock Radio on Desire HD.
I'am going now to the shop an by the full version