Hi Matthias Wobben,
Thank you for using the Apple Support Communities. I see you're running into issues setting up a conference call.
To clarify, does this happen when you call using both lines on your iPhone, or only one? Have you been able to make conference calls using this specific carrier before? Depending on your carrier and the type of cellular data connection, it's possible that this feature may not be supported by their network: About cellular data networks.
On the other hand, if you've been able to initiate a conference call using this carrier previously, I recommend starting with a restart and then testing again: Restart your iPhone, iPad, or iPod touch.
You might also check for updates by tapping Settings > General > Software Updates. If any are available, How to back up your iPhone, iPad, and iPod touch and Update your iPhone, iPad, or iPod touch.
I hope this helps get you started.
Take care.