Hey @torsten, thanks for the report,
We have a fix included in Mattermost v3.8 (released April 16th), which adds WebSocket CORS support and should resolve the issue you're describing. The first release candidate is available on April 4th if you want to try it out.
We also recommend configuring reverse proxy with NGINX, not IIS -- if you do set it up with IIS, ensure you're using IIS 8.0 or later and have enabled WebSockets