ehh... finally I found out why it didn't work!! (thx to www.fagts.net)
as usually its so obvious that Im ashamed 🙂
This error occured when the domain name could not be resolved, so it was something wrong with the DNS-settings on my server (/etc/hosts). I just didnt have the entry for the host I was trying to get the file from.
So remeber guys now - if you get problems with "Transport endpoint is not connected" check your DNS settings first before you gonna complain on some support forums 🙂