Go a reply from support, if anyone else have this problem:
I think it's a bug. You can customize the CartPrepare workflow by adding one more activity to calculate shipping tax. Please follow this document for instructions on how to customize a workflow:
Regarding your question "how to set tax that is not depending on coutrycode". A tax is created based on Jurisdiction Group. I think we can do a workaround by adding all Jurisdictions to the Group.
EPiServer Developer Support
So built my own workflow and got it right!
Could anyone tell me how to associate a tax with a shipping method?
I have created two different taxes, one for delivery and one for sale.
But when after I have executed the workflow CartPrepare and is redirecte to DIBS I only get the tax calucalted on my line items, not the shipping fee.
Best regards Andreas