Hi Sascha,
I worked for Marketing Permissions before and used the function module CRM_BUPA_MKT_PERM_ADD and BAPI_TRANSACTION_COMMIT respectively in order to add marketing permissions to business partners in a custom report.. However I didn't encounter any error whatsoever.
If you want to use them in ORDER_SAVE BAdI, I'd use only CRM_BUPA_MKT_PERM_ADD function module.
In order to get a handle on the issue, is there anyway you can attach the whole .txt file for the dump?