I must admit I’m short of giving up on this 
. If you like, you can send me your project as .zip file to sonja@getkirby.com and I’ll have a look at it.
Done. Many thanks! If we find a solution after all, I will share it, of course.
It’s solved, and it all comes down to this: While blog entries are available at /blog/this-is-the-title, tags are not if (!) the blog is set as the homepage. So, in order to filter your entries, you need to visit /tag:thisisthetag without the /blog before.