Quite right, some testing is required. I openend an older file which I rendered succesfully before and it showed the same problem. So, something has changed somewhere.
Tried saving it to the partition of my hard drive with more space, but no go (shouldn't be a problem anyway, on both more than 100 Gb available).
I render by going on the right side to wav -> Export song as audio file.
I also tried it through the menu Audio -> Export song as audio file. Then the rendering seems to take longer, but in the end again the song starts playing and I get the message "Rendering failed". And no audio files are saved.