In case someone else is having the same problem. The problem was not that the spatial index was missing.
The requested extent covered whole Europe and returned a tremendous amount of rows so a spatial index did not help. The large extent was because the metatiling was set to 15x15. So one solution was to reduce the metatiling to 4x4. We also manage to get decent performance with the 15x15 metatiling. We divided the slow layer into two zoom-levels and modified the query to return fewer rows in the smaller scales. In the smaller scales we used a non spatial combined index. In the higher scales we used a partial spatial index.
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