Thanks nssoft96!
Your post pointed me to the general solution for every voice you want to add in ML.
Here's what you have to do:
1) download the software catalog where the ML language file URLs are included from Apple: CatalogVersion 2 ApplePostURL http://swpost.apple.com ...
2) Open this file with a text editor (e.g. TextMate) and search for the voice you want to install (e.g. in my case the German Steffi). The language files are labeled with the prefix MLV_<put your locale in here>_<Name of the voice you are looking for>… - You can skip the rest.
The only thing you need to find is the download URL for the required voice. In my example the search term was: "MLV_de_steffi".
3) When you have found the URL please pay attention that there are different URLs for each voice. You just need the one that provides the ".pkg" package. In my case it was:
http://swcdn.apple.com/content/downloads/04/49/031-11879/7decsi3btktgatnfttjj66k rx4u1l7c6ps/MLV_de_steffi2.0.0SU.pkg
Remark: it would be possible to extract the corresponding URLs and make them available as list with a simple REGEX (if someone is searching for a REGEX exercise :-) )
4) Open the URL from 3) in a browser and your Mac should start the download of the voice right away.
5) Install the voice package
After this your new voice should be available without any additional steps.
Please allow me one additional comment: It appeared that the problem is caused by a change in the voice file structure and the update mechanism in OSX. Hey Apple: in my opinion you're still among the best laptop hardware companies in the world, but your OS development ***** more and more! All the problems with Yosemite, Mavericks and iOS 8… and now you start selling luxury watches in the chichi business? I doubt that this is a direction Steve Jobs would have chosen. You're becoming dramatically fuzzy in the your company orientation. And the worst thing is: you upset your loyal old customers. For the time being I'll still buy Apple products but I am not sure if I still will in 5 years. (and definitely no watch)...