I have some news: I tried the "normal" NEW mode with the original disks from my physical version. I was able to teleport from the 4th to the 5th level. There was the lift door infront of me, but immediately it switched to a wall. I wondered why and I found out, that it was an enemy. Every time a enemy moves over a field with a "lift door", the enemy transform into a "normal" wall. No idea why. ^^ After that I loaded my old savestate (in WinUAE) where I got stuck at the "normal" NEW game mode in the 5th level(which I wrote at my first entry above). And lo and behold, one of the walls was an enemy.I found it out when I saw some hitpoints while shooting against the walls. After the enemy was killed, the entrance to the 5th level was free.
So both modes are fully playable. The problem was the enemy disguised as a wall. ^^