...after finding a shortcut on the JTAG adapter board and burning an FPGA by connection the power supply the wrong way, in the morning, everything finally works together.

Config/program access
Microcontroller debug. access over SWD. The STM32F4x CPU is found:
Open On-Chip Debugger 0.8.0 (2014-05-10-23:20) Licensed under GNU GPL v2 For bug reports, read http://openocd.sourceforge.net/doc/doxygen/bugs.html Info : This adapter doesn't support configurable speed Info : STLINK v2 JTAG v17 API v2 SWIM v0 VID 0x0483 PID 0x3748 Info : using stlink api v2 Info : Target voltage: 2.870699 Info : stm32f4x.cpu: hardware has 6 breakpoints, 4 watchpoints
FPGA config. access over JTAG. The Spartan-6 LX9 core is found:
INFO:iMPACT - Current time: 11.05.15 07:52 Maximum TCK operating frequency for this device chain: 1000000. Validating chain... Boundary-scan chain validated successfully. '1': IDCODE is '00100100000000000001000010010011' '1': IDCODE is '24001093' (in hex). '1': : Manufacturer's ID = Xilinx xc6slx9, Version : 2
The "blinking LED" video of victory!
http://vjordan.info/flr/p1/alive.mp4
What happens here?
Two LEDs are controlled by the microcontroller board, two LEDs are controlled by the FPGA board. The microcontroller sends its LED "clock" to the FPGA using a board-to-board interconnect. The FPGA implements a simple logic configuration. No FPGA standalone configuration is happenning yet (either static or dynamic). It just sows that both PCBs are working, everything fits as planned in the selected enclosure, and I am able the configure/program each bord separately... to sum up: the hardware works!
Pinout references
This is just for me, to remember how to connect everything up
On the STM32F4 discovery board, the external SWD connector pinout (from [UM1670]):

A standard JTAG pinout (inspied from Olimex ST dev. boards at [1]):

FLRe microcontroller board JTAG pinout (custom for this project):

FLRe FPGA board JTAG pinout (custom for this project):

References
[UM1670] | ST, UM1670 User manual, Discovery kit for STM32F429/439 lines, http://www.st.com/st-web-ui/static/active/en/resource/technical/document/user_manual/DM00093903.pdf |
[1] | Olimex, ST devel. boards, https://www.olimex.com/Products/ARM/ST/ |