I checked further and it seems:
- the wallet listens correctly on the specified port and authentication works
- the wallet doesn't send the correct content length in its response (HPE_INVALID_CONTENT_LENGTH)
- happens with beta2 wallet as well
Somebody knows why that might be?
Edit: Wireshark confirmed that, the content length field contains invalid input (characters 'zu\r\n'):

Also it seems always to be 'zu\r\n', regardless of the methods used and if they throw an error like "method not found"
Edit: Also just found this, might be the cause that the windows wallet is compiled with an very old version of visual studio:
https://stackoverflow.com/questions/15610053/correct-printf-format-specifier-for-size-t-zu-or-iu