So I just reinstalled the BT-driver (Broadcom 2046 Bluetooth 2.1+EDR USB Dongle with First Connect) after I found out it didn't work at all. That was the main problem, the N9 or the update is innocent...

First, everything looked fine. On the N9 my PC showed up and vice versa. I paired them with the code given and the PC shows a connection.
BUT no dedicated folder (like before) is created.
AND device manager shows 2 unrecognized perirepheral BT-devices. Updating drivers failed due to "no drivers found" (several different attempts), restarted PC too.

So BT works fine now, but device won't show up in explorer as Windoze misses N9 drivers.
Didn't have this missing-driver-issue before.

EDIT: Problem mysteriously solved itself. The dedicated folder now shows up like before and I have all explorer possibilities. But no clue though what changes on either side did the trick.
N9 Magic...