Problem solved for “unable to connect”:
SWHY and Virtualbox were not the problem. Firewall of Win 8.1 was the reason for the error message of Sonos. SWYH was listed as an accepted app, but only for “private” not for “public”. After allowing SWHY in the Firewall also as public, Sonos was playing the “new Radio station” of SWHY.
Only one smaller problem remains: Muting the laptop speaker is also muting Sonos. Therefore I have to use earphones on laptop that mutes the speaker.