Hi Volker,
I really don't know what is happening here. The message "Can not make remoting client invocation due to not being connected to server" means that the user of org.jboss.remoting.Client didn't call Client.connect(), but that should have happened in org.jboss.invocation.unified.interfaces.UnifiedInvokerProxy.init(). Do you see anything in the logs that indicates that the creation of the Client failed?
UnifiedInvokerProxy isn't part of Remoting. It's actually in the JBoss AS codebase. More importantly, the EJB2 code, which is using UnifiedInvokerProxy, is also in the AS codebase. It might be worth posting the question in the AS forum.
-Ron