Thanks for your help!
There seems to be a limit in the firewall, that it do not support Transfer-Encoding: chunked
The solution was to add this line of code:
((BindingProvider)stub).getRequestContext().put(org.jboss.ws.core.StubExt.PROPERTY_CHUNKED_ENCODING_SIZE, "-1")
But this might be a bad solution if messages are big.
(In my case they are small)
Best regards
Fredrik