Nevermind, I exported as 3ds, which was causing errors. If exported as ASE the models work fine. However, there are two other problems now:
1. Normal maps - again - don't work as expected. I remember that in Grimrock the green channel had to be inverted (invert Y when saving as normal map) for the normal map to work properly. But this doesn't do the trick anymore. I tried with and without inverting all possible channels, I tried with Leki's custom method and by saving as DXT5_nm. But the lighting is always off and not as it should be. Does anyone have settings that give a 100% correctly working normal map?
2. There seem to be small bumps in the surface when there is a heightmap present. As can be seen (if you look very closely) the walls have tiny height differences, causing them to not match each other 100%. It's not noise, I made sure there is no noise. I also made sure that the next height difference (heightmap height) is at least 1 full tile away from the wall. So it stands on completely flat ground with no noise, yet there are tiny height differences (I estimate about 0.03 units maybe). Why does this happen?
EDIT:
And nevermind again, seems like the normal map problem was related to the wrong export settings somehow. But there is still the problem with the small bumps I don't understand (easily visible on the new screenshot).
EDIT2: Aaaand...seems like the heightmap elevation is lowered over 2 full tiles so the next heightmap difference needs to be 2 full tiles away for a 100% even ground. That's why there were those tiny gaps.