Nice.
Thx to all of you.
The 'problem' that this setting isn't available was of course not connected to the battery drainage problem, as you all rightfully stated.
It wasn't clear to me from reading the documentation that this 'standard' setting isn't available on battery-driven devices. Maybe someone could point that out to make it clearer and avoid future misconceptions.
As to the battery problem... I got around it and the cause was rather stupid
So I turned off the LEDs, as one does.
And then I woke them up using a pin and by pressing the button until the shelly showed a reaction (4 times... which, of course, puts it in a mode where it stays connected to the WLAN)...
This of course would have been obviously visible when the LEDs would have been on, which they weren't... and so I didn't see this.
By getting them out of this mode (by pressing the button again 4 times) the battery consumption now has normalized and I can barely recognize any drainage at all... been 3 weeks and they went down a few percent ...
Thx for your help,
Gerald