Ok, I managed it.
As a solution that everyone can follow easily:
Mullvad VPN setup on Qubes OS 4.1, based on Debian:
Additional step / preparation before you start with Micahflee’s vpn guide:
Launch a Terminal in your Debian Template (Template: debian-11) and run:
user@debian-11:~$ sudo apt install network-manager-openvpn-gnome -y
reboot your Qubes.
crosslink: PSA: using a VPN under Qubes for Dummies - #5 by Sven