One more thing I have to ask:
I would like to insert a link (HTML) into the "message shown to users without access"-box, in order to show the guest the link where to buy the LearnDash-course that gives him access to the forum.
For now this box does not accept HTML. Is there a work-around?
I'll suggest you check out the wpForo "Admin note/message on Forum frontend" feature (Dashboard > Forums > Tools > Misc admin page).
The Admin message will be displayed under the forum breadcrumb menu, above forum and topic titles. You can display the text for certain usergroups.
Update: it does not work for me. I need to show the text and link to everybody who is a) not logged in and/or b) who is not allowed to participate in the specific forum because he did not buy a related course.