Finally I solved it. After I found out that even with s.joinGroup(InetAddress.getByName(group)); some packets are lost and that waiting a long time in rare cases s.joinGroup(multicastAddress, networkInterface); catches packets (not from my Sonos but from UPnP devices in the other network), I did have a closer look with Wireshark on the packets. The problem seems to be that Sonos sends the packets with a low TTL. After increasing the TTL on the router with a mangle rule I now see all Sonos traffic. Shall we add a not to the binding documentation that the low TTL might cause problems with multicast traffic across subnet borders?
Best, Jay