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.