Ok, it' solved!

After initializing the mailacount (which is stored on the persistant home directory) I had to manually "save configuration" to the persistant config archive.
Then the information about the existence of a mail configuration is save anbd persistant.
Changed content in the mailboxes is saved automatically in the persistant home.
It seems that the same is true for things like bookmarks or home-URL in the browser section and for saved passwords.
The Kwallet seemes to be persisitant as well without explizizly saving s.th. before shut down Knoppix.

Great!