--nginx does not create any challenge responses on the filesystem.
It directly injects a location /.well-known/acme-challenge/xxx block into the port 80 nginx virtual host for that domain, with the response directly embedded as a string.
Since you are using --debug-challenges already, you can try looking at your nginx config while Certbot is paused, which might give a hint as to why the configuration changes are not effective.
Thanks for the input - just checked it with following result: certbot run -a webroot -i nginx -w /srv/letsencrypt/ -d webdav.miki-jtk.dnsalias.com --debug-challenges
@JuergenAuer: Thanks for the help, using webroot worked without any problems and I also figured out why --nginx did not work: My reverse proxy re-routes the ports, therefor no requests do reach port 80 on the target server.
Would there be the opportunity to have a parameter for nginx option that could get a port as value?