Problem solved!
The suggestion to try a tiny "hello world" first led me to the idea to try to set the initial-heap-size in the jnlp-file. This caused the program not to exit on error and I saw that there was an exception related to some reloader code ... which lead me to think that something was causing a failed attempt to load a preloader.
Here is what my code was:
dtjava.launch(
{
url : jnlp_path,
params: {
'key5': 'value 5',
'key6': 'value 6!' } },
{
javafx : '2.2+',
toolkit: 'swing' },
{} );
The solution was to simply remove javafx : '2.2+',
I guess the javafx-param was causing an attempt to first load a non-existent JavaFX preloader.