OK, so I went over it once more.
Deleted the whole SDK_R21 folder, and extracted the sdk.zip to
Extracted the project tool
created and executed a batch file to create the necessary project files for the frameworks
created and executed a batch file for the plugins
created and executed a batch file for the plugin solution
(This batch file will be used when plugins are added, in order to update the plugins solution)
Double click the created plugin.sln, which opens Visual Studio.
Build the whole solution, which results in errors for every vcxproj, as it mentions that Windows SDK version 8.1 was not found. Since running on Windows 10 I retarget all the projects ... Visual Studio offers the available Windows SDK 10.0.17763.0
I do this for every framework and plugin in the solution.
Rebuild whole solution -> no more build errors.
I set the cinema4dsdk as startup project, add the Cinema4D executables as debugging property
Launch debugger, wait for Cinema 4D to launch, open the console (Shift-F10), close Cinema 4D ...
Result: ALL GOOD, no memory leaks, no dangling references.
Pffewh! Now I am finally settled, ready to start.
I don't know what went wrong the first and second time, and I am not trying to figure out.