This issue can be closed now. I finally managed to get it working. Although I did a complete re-install. The tricky part was to figure out when to use the CDN-url, when to use the back-end machine in the installer config-scripts. I also had to tweak the kaltura-ngingx-config to use the local ip as back-end instead of going out through the LB and in again.
It would be a great help if this could be clarified more, either in the installer itself or on the web.