If I select in the XFCE settings:
🗹 Lock screen when the system goes into sleep mode.
🗹 Lock the screen before entering sleep mode.
and turn on the PC, the screen content is shown briefly, then the screen is locked and I am on the lightdm-loginscreen.
Now I enter my password, so he unlocks, but I am only on a black screen with flashing cursor.

I had the same problem with lightdm when I started it with xdm. My workaround was:

# mkdir /var/lib/lightdm
# chown lightdm:lightdm /var/lib/lightdm
# chmod 1770 /var/lib/lightdm
# mkdir /var/lib/lightdm-data
# chown lightdm:lightdm /var/lib/lightdm-data
# chmod 1770 /var/lib/lightdm-data