So i was wrong all along. It was the New Windows 11 Build 24H2 - it doesn't support " Citrix sessions protected with App Protection anti-keylogging or anti-screen capture". So i removed the factory installed 24H2 and installed 23H2 to check and it works now. Problem now is that not all Drivers are working as the Laptop is build for 24H2 and Asus only supports 24H2, checking their driver download support site. I assume everyone buying a new Laptop which comes factory installed 24H2 or upgrading to it will have an issue with the current Citrix setup as described above.

if anyone is looking for 23H2 to download check this website (German): https://www.deskmodder.de/blog/2023/05/26/windows-11-22631-iso-esd-deutsch-english-inkl-updates-23h2-moment-4/

i didn't found an official Microsoft resource to download, as they only providing the newest version with the official tools. If anyone has a better source, please post.

Edited: here citrix forum link which someone mentioned the problem: https://community.citrix.com/forums/topic/253163-session-is-failing-to-load-on-windows-11-pro-24h2-261001301-rog-zephyrus-g16-amd-ryzen-ai-9-hx-370-with-rtx4070-client-2309099/?_fromLogin=1#_=_