AJAX CORS - a thousand times

AJAX CORS - a thousand times

Hello forum,

the question must have been asked a thousand times, this ist now 1000 and 1.

I have a Server at 192.168.1.3 which tryies to get xml-data from 192.168.1.43.

At first I used a proxy on *.3 and it worked finde, but at the end I have to directly talk to *.143.

This is how the header from *.143 looks:
HTTP/1.1 200 OK
Connection: close
Transfer-Encoding: chunked
Content-type: text/xml; charset=UTF-8
Access-Control-Allow-Origin: *

As you can see, Access-Control-Allow-Origin is allowed for every domain. I copy and pasted it, perhaps I have a spelling mistake.
So - now to jQuery:
The code looks like this:
$.ajax({
type: 'GET',
url: ' http://192.168.1.143/cgi-bin/livedataxml.cgi',
//url: 'proxy.php',
dataType: 'xml',
crossDomain: true,
cache: false,
})
Whenn I use dataType: 'xml' Chrome tells me the following:
XMLHttpRequest cannot load http://192.168.1.143/cgi-bin/livedataxml.cgi?_=1469082273339. No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin ' http://mowis-server' is therefore not allowed access. The response had HTTP status code 401.
I' not saying Chrome is a liar, but I think the Access-Control-Allow-Origin header is present :-)
At http://api.jquery.com/jquery.ajax/ I read that you can change the dataType to "jsonp xml".
This gives me in Chrome the error:
livedataxml.cgi?callback=jQuery3100589…_1469083292731&_=1469083292732:1 Uncaught SyntaxError: Unexpected token <

I think, that Chrome still thinks that this should be a JSON and therefore no < at the beginning is allowed.

Any help would be much appreciated,
Regards,
Edgar