Thank you for you advices. I tried it again. There are no problems with the telemetry on Xbox One (controller of course).
'ANNA' is deactivated by default and the telemetry with digipad down it is also set correctly in the controller settings.
On the PC I cannot activate the telemetry with digipad down, but with the keyboard "T" I can.
The curious: If I activate the telemetry with the keyboard, I can deactivate it with the digipad down.
In short it means:
Activating telemetry with the keyboard works, quitting with the keyboard is also possible.
Activate telemetry with the controller does not work, but I can deactivate it when it was activated with the keyboard (no other way possible).
Can not understand that. Reinstalling should probably help, but the download will take me a very long time. It is very strange that sometimes it works without any problems with the digipad down right after starting the game. Sometimes it suddenly work (telemetry activation d-pad down) after a few races, sometimes or often it never works.
Weird, isn't it?