That helped, but the solution was somewhat different:
I found out, that if I instrumented directx lib d3d9.dll with API Imports it was not possible to shutdown
the executable gracefully at all, so I switched to Module Imports.
After doing so, pressing the Pause button also did not work -
I had to press escape or the program's close button (gracefull shutdown)
while the programm was running and beeing profiled. That did the job for me, thx.