I have found out the real culprit of my problem. The postgresql installation fails if you don't have installed gcc. After installing gcc, g++ and binutils the postgresql installation finished (automagically after doing apt-get install g++). I don't know whether it is an user error but to find out this you need quite deep knowledge of the debian package management ... So it is ok to keep this report closed since my problem was not related to the locale settings. Anyway thanks for your help, now I have postgresql up and running ...
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