I spoke with SolidAngle. Eventhough the problem has nothing to do with Arnold, they helped us to solve the issue.
There is a different behavior on Python when using BaseBitmap and MultipassBitmap for multiple renders.
We render thousands of elements from the object tree in C4D.
When you reuse a BaseBitmap the depth information will be saved for every element.
However when you do the same with a MultipassBitmap, it will only store the depth information for the first element.
Strangely this does not apply to the beauty image.
The solution is simple. We set up a new MultipassBitmap for every render call.
In hindsight, we should have initiated a new bitmap even for the BaseBitmap.
Thank you for time,