first of all thank you for the fast answers. I changes directories as you recommended and it works now (although only after some adaptations).
Strangely enough it did not work with absolute paths (may be they were too long), so I had to use paths relative to the project directory.
And I noticed another strange thing. When using macros or absolute paths, TXC highlights files as missing (i.e. red) but (!) it seems to find them since it knows their extensions (which is not explicitely named in the \includegraphics command).
Well, at the moment TXC finds all my graphics, with this I am fine. The only two red entries in the Files View are now caused by the following two macros which I extensively use in my project:
Those macros lead to entries
#4.tex (i.e. missing tex file)
#4 (i.e. missing graphic).
But it's probably rather my problem rather than a problem of TXC.