A short end.
After creating the keys for the ecp in AD we could try the update again.
Set-ADServerSettings -ViewEntireForest $true
Get-Mailbox -Arbitration
f:\Setup.exe /IAcceptExchangeServerLicenseTerms /Mode:Upgrade
But then another error appeared: cannot find exchangeserver.msi.
I didn't know what to do and so I tried running the setup with the file itself.
It went through all the 17 steps and all went well.
I could restart and everything was ok: I saw the cu18 everywhere I looked.
So this case can be closed.
Another little issue is that some users get a popup while opening their Outlook and they have to logon with their own credentiasl as the account they use to logon into their windows/citrix profile. but it is not for every account and once filled in it stays until another logoff/logon. But maybe it is better to make a new Q&A for that.