Thanks again, @colinardo!
mDNS is completely working now here.
All test devices (AirPlay with Samsung TV, Yamaha MusicCast, Bose SoundTouch; AirPrint with HP MFD) are working fine, even without IGMP Proxy and without Multicast Firewall Rules. All these devices are happy without NAT.
Only a newer Bose SoundBar is refusing to work. Seems like a shitty implementation on their side. First of all, traffic needs to be natted because Bose in this series seems not to be aware of using a gateway. And even then, an AirPlay 2 stream doesn’t work. Anyway, I’m ignoring this device right now 