Reading Modbus Registers only works with SW "Modbus Poll"

Hm...curious. The only explanation I can think of is that one of the wires in the Ethernet cable was either broken, making only intermittent connection, or the wire was not making good contact to the Danfoss device's terminal (for example, only on the insulation, not the conductor).

Of course, without knowing for sure, there's always a possibility that something else changed without you realizing, and whatever changed may change back again in the future, causing communications to fail again. It's for that reason, I always like to confirm the suspected root cause of an issue is indeed the actual cause and not simply a coincidence or partial cause.
>" Connection now works with only one USB to RS-485 connected to the bus."

Was there a 2nd USB/485 converter connected to the 485 bus at some point?
Yeah, direct connection of converter from Homeassistant to Windows PC has been tested. Here I used a new wire.
Then for preparation I attached that new wire to the Danfoss and prepared 2 new wires to connect the complete bus. And after that Danfoss, Homeassistant and Windows PC were connected to the bus.
I have an update to you:

Long story short: Root cause: Interfering communication requests from MBus Addon and Modbus Integration to „/dev/ttyUSB0“

Long story:
After some days of receiving Modbus data like a charm, my Homeassistant Server froze and I had to perform a hard reset.
After this event, I again could not receive any Data from the Danfoss Device. Nevertheless periodically I saw some data were received, but I could not replicate.
Today I tried a Modbus Repeater, still no positive result.
Then I thought about, maybe my Rapsberry Pi 4 is overload with Homeassistant and I checked which addons are running, to deactivate unnesscary ones.
I had an abandoned project where an MBus (not Modbus) connection should be established. For this an MBus addon was running and beeing started at boot of the Home assistant server. This addon requires a USB to MBus converter which was configured to „/dev/ttyUSB0“.
So the MBus addon tried to communicate parallely to Modbus integration over the attached Modbus to USB converter.
As soon as I deactivated the MBus addon I received the correct Modbus Data. When activating the MBus addon again no data was received.

I hope this helps anybody, to sort out their problems.
Thanks for providing an update on this. I'm glad to hear you got it working properly.

This type of scenario is exactly why I encourage taking the extra time to dig into and understand the root cause of an issue before declaring it fixed.