CORS Error on MS Edge

Question

We have a running website which makes XHR to another Domains php-service. Currently we are moving this service to a new server. While we did allow CORS and used quite the same settings the request works on the old Server but does not on the new one.

Talking about "quite the same" cause obviously something is wrong, but we couldn't find a difference. IpSecurity allows all Ips, Auth. accepts anomymous, etc.

Old Server: Windows Server 2012; IIS 6.2

New Server: Windows Server 2008R2; IIS 6.1

Web.config:

<configuration>
  <system.webServer>
    <defaultDocument enabled="true">
      <files>
        <clear />
        <add value="index.aspx" />
        <add value="index.asp" />
        <add value="index.htm" />
        <add value="index.html" />
        <add value="home.aspx" />
        <add value="home.asp" />
        <add value="home.htm" />
        <add value="home.html" />
        <add value="default.aspx" />
        <add value="default.asp" />
        <add value="default.htm" />
        <add value="default.html" />
      </files>
    </defaultDocument>
   <httpProtocol>
     <customHeaders>
       <add name="Access-Control-Allow-Credentials" value="true" />
       <add name="Access-Control-Allow-Headers" value="origin, content-type, accept" />
       <add name="Access-Control-Allow-Methods" value="GET, POST, OPTIONS" />
       <add name="Access-Control-Allow-Origin" value="*" />
     </customHeaders>
   </httpProtocol>
        <urlCompression doDynamicCompression="true" />
  </system.webServer>
</configuration>

Error: SCRIPT7002: XMLHttpRequest: Networkerror 0x80070005, Access denied.

Has anyone an idea why Edge won't get access to the new server?

Thanks for any ideas.

EDIT: To further clarify: It does work on Chrome, Firefox and IE 11