scook
(...)
 
There is not enough information to discuss the result of adding the bus. Your posts lack any hardware or software specs.

Sorry.
Cakewalk Sonar by Bandlab being the host application.
Instruments are: Cakewalk TTS-1, Pianoteq 6, Aria player (Multi), the latter mostly being fed with samples.
So I am routing all the various audio out channels to the Master bus, only those with an exclusive bus for shared fx are routed to their exclusive bus. Then the audio outs of those exclusive busses are being routed to the Master bus.

Maybe I found my mistake. 
I cannot insert any FX in the masterbus?
(If I delete my fx-chain from there, all sounds are there as expected. Do I insert it again, the click reappears, and the rest is silence.)
Do I have to create a "pre-master bus" to use my mastering fx-chain? 

Except for the "Set as Default Bus" being enabled, the master is a bus like any other. Some use a bus before the master. Some add master FX in a different project. Adding a pre-master defeats reason for creating a bus with "Set as Default Bus" enabled. Having a pre-master or placing FX in the master is not the problem. Likely, it is the FX themselves or configuration settings that are the issue.

scook
Except for the "Set as Default Bus" being enabled, the master is a bus like any other. Some use a bus before the master. Some add master FX in a different project. Adding a pre-master defeats reason for creating a bus with "Set as Default Bus" enabled. Having a pre-master or placing FX in the master is not the problem. Likely, it is the FX themselves or configuration settings that are the issue.

It is, alas, the wonderful LP equalizer, the dynamic eq that came with one of the last monthly updates during the Gibson era. It is strange that I can insert this fx in any audio out track, but not here, where I could need it most.
I will check tomorrow if the other eq from lp has the same behaviour.*)
The other fx I wish to use in my mastering fx chain workw: Fiedler audio stage. 
Meanwhile I will continue with the good old Cakewalk Multiband. If I don't exagerate with the overall loudness, it will do a good job.
 
*) Yes, it's the same.
And yes, the same happens with my "old" Sonar Professional installation. Plus some note dropouts: Some notes in melodies are missing. as if I had deleted, say, every b-flat and e-flat from the tune. But I didn't, They're muted.