Thank you for your answers.
It is direct air heating.
I updated the firmware to 3.2. It was like you said, I had to upload a new config after the update, but no problem.
The PID Tunning is now much more patient, but unfortunately it was still not enough.
I then heated up the 2kw air heater together with the heating bed 750W that then worked. 
And your idea of updating also solved another problem:
https://forum.duet3d.com/topic/20444/pwm-fan-noctua-nf-a14-duet2/5
The M950 command was only inserted with firmware 3 and thus led to malfunctions in the fans.
Big thank you 