The MCU is: MC9S0BGT32.
I have found an answer two my previous question in the doc. Compiler_HC08.chm:....
If you start the Compiler from an IDE (with '%f' given on the command line) or CodeWright (with '%b%e' given on the command line), the Compiler does not produce the err.txt error file. Instead, the Compiler writes the error messages in a special format in a file called EDOUT using the default..... Microsoft format.
Nevertheless I the msgs don not pop up in the CWright.
I also tried to generate a msg output file with the msgs, therefore I set the param:
-Env"ERRORFILE=MyErrors.txt"
in the Command Line Arguments from the Compiler for HC08. But the file was not generated sadly.