Thanks for your answer.
Finally after updating pfSense to the latest release, the failover gateway group seems to be stable. One odd remains: If I configure the gateways to use a monitor ip, both gateways are switched to offline again. If I try to ping from within my LAN, the ping goes through, but gets cut-off after a while (The gateway responds that the ping is blocked (never seen this ICMP error before)). With the monitor ip disabled, everything works out fine, except for the transparent proxy. But this might be the odd, that we're a onlinegaming company with ~150 active users and only those two PPPoE lines… ;-) We'll try to install a transparent squid on another box and re-route the webtraffic to this box.
Regards, Tim