After weeks I tried to setup the consolidated backup and dealing with VMware support it still fails to work. 

Finally the support-request was closed by the VMware support because multipathing is not supported on the Proxy server. 
The support sent me the following KB Article which relates to VCB 1.0.
But we installed and tested VCB 3.01 with VMware support and the problem seems still to be unsolved.
I run a common IBM DS4800 SAN and wonder where consolidated backup can work?
Unofficially there is a new version in the pipeline but the question is when will it be released and does it solve this issue!