Lets be honest, do you really think I would ask if I wouldn't have tried the simple ways already?

I tried refreshing the clientfiles at first point. Which let me re-download them again but I get stucked at some point again though.
Next try was to deinstall IV:MP remove all paths and files which kept existing and make a fresh reinstall, which also didn't work (same issue like above).
Well I tried backing up GTA from a copy I have made a while back, which also didn't work. Now I am trying a fresh installation and I really hope this will work, if not I got a serious problem for future plans.