Solved!
 It works for me now. My dirty workaround was to add one line in:
 /etc/kamailio/lb/kamailio.cfg
 if(is_method("INVITE") && !has_totag()) {
   $fU = "my_peer_auth_user"; #with this extra line it works.
 }
 I used a static value but a variable $avp(peer_auth_user) would be better
 of course.