Well, I am still stuck.
For me it is still unclear when exactly what part is loaded. (And no: reading the Arch Wiki didn't help much there.)
When I boot the first thing (after POST) it says:
Enter passphrase for hd0,gpt2 (<uuid>):
with a blinking cursor. When I enter the Passphrase (with an USB-Keyboard)
Attempting to decrypt master-key
followed by
slot 0 opened
after some time.
Then the GRUB boot menu appears.
I am still not sure when exactly the initramfs which is generated by sudo mkinitcpio -P is loaded.
Is it before I have to enter the LUKS-Passphrase or after the GRUB Menu? If it is after GRUB menu, which part asks for the passphrase?
If it is an the core image and could be modified with something like "early-grub"?