Many thanks @priort, will try to find it and have a look at that.
I think you mean the settings of the clipping indicator:
For my test I did not use the clipping indicator, but the gamut checking (the right highlighted one). When it toggles, it shows a cyan color, the thresholds of the clipping indicator don’t apply for it.
Right clicking on the gamut toggle you can’t set a threshold, only the setting for the color profiles.
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I don’t know if the vectorscope remaps its colorspace when you activate the gamut checking so gamut checking is against the softproofing profile but I don’t know if the vectorscope changes from jhz or whatever the new colorspace is so that may be why it still looks fine in the vectorscope even though you show as out of gamut. I.m sure someone here will chime in with a correct explanation. I could see the vectorscope display change but it didn’t look to be showing out of gamut??
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Finally I’ve published the video.
I hope this will help (a little bit) 
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Nice video @Lander_corleone, thanks for posting.
Together with @priort’s tips and links and some additional reading I finally found out where I screwed up: gamut checking with a vectorscope would need a special functionality, e.g. some sort of overlay, which I think is not integrated here. Like you demonstrated in your video, a vectorscope is mainly used to judge the hue and chroma of the colours and to support colour balancing.
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The gamut triangle shows the 3 primaries in UV, CbCr or similar space, but doesn’t show you the Luminance (Y). You’re effectively looking down on the available colour volume.
So for example if you’re using BT.709, RGB [0 0 1] when converted to YCbCr = [0.0722 0.150 0.060]. If you try the Maths, you can find that at that point on the Vectorscope, if you have a Y value above or below 0.0722, when you convert back to RGB you’ll end up with values above 1 and below 0 in RGB, i.e. be out of gamut. (Same effect in other colour spaces, but you get different numbers)
For non-achromatic points on the Vectorscope, you can get values of Y that put you out of Gamut. Visualising the actual available colour volume is hard: https://lab.irt.de/hdr-crystal-colour-space-visualization-in-3d/
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Thanks for this additional information 
.
I continue working with it and I’ve realized that if you select something with the color-picker, that color appears in the vectorscope! Really really helpful!
Yep they just need to fix the restrict to histogram setting so it holds and doesnt cancel as soon as you make an adjustment
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