Anyway, I'm finally home and I think I've figured it out.
All the things we've discussed so far seem to add up to the sound I described before.
Major problem detected:
I switched from RME Fireface 802 to a small Focusrite Scarlett 2i2 and completely ignored that the monitoring quality is much lower.
Direct monitoring on the audio interface that I am using is much brighter and with much more twang to the notes. That's the biggest ''problem'' IMHO.
I have tried recording some passages and chords. The playback sounds nothing like when I play and monitor live through the interface. It's more like the demo, rich and full, especially when I pay attention to details you guys mentioned before.
I guess that zero-latency monitoring does come with a downside, especially with low budget interfaces.
I'm gonna switch back to RME and see what happens there, but I'm happy that it is not as bad as I thought
Also, I still have to try it live - it just came in.
I guess I am a bit jumpy since my NS2ex originally came with a broken key.
Anyway, how about those sound editing options on Nord ?
No LFO's, envelopes, layers ? 
Only EQ and live effects on the panel? Damn. Sexy, but damn...
Still have to figure out how to create a jazz combination-split with piano on the right side and upright bass+ride cymbal on the left
