Well I installed everything.
Open your  tce/onboot.lst  file and add  mdam.tcz  to it.
Worked very (well thanks for that Rich), I even added raid-dm-4.9.22-piCore.tcz there, in the hope, this would change something (although you told me, that the dep file should do that).
What I do manage by now is, that when I do 
sudo mdadm --assemble --scan
after a reboot, then I get the \dev\md127 file back. Now mounting that thing is a different story. I tried:
mount /dev/md127 -t ntfs-3g -o permissions /mnt/raid
which works perfect, when the devices are not in a raid configuration.
The message I get is the follwing:
Error reading bootsector: Input/output error
Failed to sync device /dev/md127: Input/output error
Failed to mount '/dev/md127': Input/output error
NTFS is either inconsistent, or there is a hardware fault, or it's a
SoftRAID/FakeRAID hardware. In the first case run chkdsk /f on Windows
then reboot into Windows twice. The usage of the /f parameter is very
important! If the device is a SoftRAID/FakeRAID then first activate
it and mount a different device under the /dev/mapper/ directory, (e.g.
/dev/mapper/nvidia_eahaabcc1). Please see the 'dmraid' documentation
for more details.
Another rather strange thing is the effect /mdadm --assemble --scan command has ist, that before I do it, the external harddrives are sda1 and sdb1. After, I get following:
Disk /dev/sda: 932 GB, 1000204883968 bytes, 1953525164 sectors
121601 cylinders, 255 heads, 63 sectors/track
Units: cylinders of 16065 * 512 = 8225280 bytes
Device  Boot StartCHS    EndCHS        StartLBA     EndLBA    Sectors  Size Id Type
/dev/sda1    0,1,1       1023,254,63         63 1953520064 1953520002  931G  7 HPFS/NTFS
Disk /dev/sdb: 932 GB, 1000204883968 bytes, 1953525164 sectors
121601 cylinders, 255 heads, 63 sectors/track
Units: cylinders of 16065 * 512 = 8225280 bytes
Device  Boot StartCHS    EndCHS        StartLBA     EndLBA    Sectors  Size Id Type
/dev/sdb1    0,1,1       1023,254,63         63 1953520064 1953520002  931G  7 HPFS/NTFS
Disk /dev/md127: 931 GB, 1000068022272 bytes, 1953257856 sectors
244157232 cylinders, 2 heads, 4 sectors/track
Units: cylinders of 8 * 512 = 4096 bytes
Device     Boot StartCHS    EndCHS        StartLBA     EndLBA    Sectors  Size Id Type
/dev/md127p1 20 365,99,47   371,114,37     6579571 1924427647 1917848077  914G 70 Unknown
Partition 1 does not end on cylinder boundary
/dev/md127p2 65 288,115,51  364,116,50  1953251627 3771827541 1818575915  867G 43 Unknown
Partition 2 does not end on cylinder boundary
/dev/md127p3 20 288,116,47  372,101,51   225735265  225735274         10  5120 72 Unknown
Partition 3 does not end on cylinder boundary
/dev/md127p4    0,0,0       0,0,0       2642411520 2642463409      51890 25.3M  0 Empty
Partition 4 does not end on cylinder boundary
What I think is a little strange is, that i never told the system to make four partitions. Well I can live with that, but in the /dev/… folder, there are no md127px! So they can not be mounted! Second strange thing is, that there should be a raid 1 array on it. Looks to me as if there is too much disk space altogether for that.
So I asked myself the question if i have to mkfs.ntfs before i make a mdadm --create or after? From my understanding that would be after i made the raid. Or am I wrong here?