Thanks a lot for your reply! Eventually I got it working. The solution was to append
--out=udp:XXX.X.X.X:14550 when running sim_vehicle.py with XXX.X.X.X being the host’s ip address. Now it works with NAT even without port forwarding configured.
Should it normally run without that parameter? Or is this the usual way how it works? Then we might want to add it to the documentation. On http://ardupilot.org/dev/docs/setting-up-sitl-on-windows.html there is described a parameter --viewerip=XXX.X.X.X, but this wasn’t accepted by sim_vehicle.py.