Hi
1 -
And: I didn't find an menu-item with "Yoga üben" or similar.
That's not a menu item, it's a Kunena discussion link I think. Currently, those links in the forum are similar to:
https://www.xxxx.de/forum/kritik-und-anregungen-zu-yoga-welten/1057-irgendwas-stimmt-mit-meinem-beitrag-nicht
So I think this URL is simply from an old discussion (id = 120) while current discussion ids are above 6000 (1057 in the above example). Now you are using the "Forum" menu item as a prefix, but it might have been different at some point some times ago.
I suspect Google found one of those bad or old URLs (might be before sh404SEF) and tested it but because you are using the Joomla router, the response is a valid page instead of a 404 and Google indexes this page.
2 -
I use Joomla-Router for kunena
If you use "Joomla router" for any component then it's expected to have this kind of consequence. Unfortunately, the Joomla router is very bad at detecting 404s and it will very often accepts and incorrectly route URLs that should be a 404 to another page (not just Kunena, any site with Joomla router basically). This causes a lot of duplicate content. sh404SEF can only fight that duplicate content but not if you disable it with "Use Joomla router".
because not all kunena-items worked in the past with sh404sef. See attachment.
That should not happen but can't comment without specific data. I would not recommend switching back to "Use default handler" now as some URLs may change and this can be negative if your forum pages are already indexed by Google.
The only reason to "Use Joomla router" with Kunena is if you have or expect to have a massive forum with tens or hundreds of thousands of posts and a lot of traffic: this might require a lot of CPU/MYSQL power from sh404SEF to handle this.
Best regards