I wasn't able to do it with QGraphicsDropShadowEffect, and creating all images twice and including them in the rcs-file is simply a no go.
Therefore I create a function, that draws a shadow - all 4 sides - around the the QImages, either at startup or during runtime.
Here it is, in case anyone else needs something like it.
QImage drawShadow(QImage img)
//Condition img allready has a transparent border 4 Pixel in this case
//Create new Img with same Size
QImage imgBGround(img.size(), img.format());
//Fill it with transparency
QPen pen; pen.setStyle(Qt::NoPen);
p.fillRect(QRect(0,0,img.width(), img.height()), QColor(255,255,255,0));
//Draw Rounded Rectangle as Shadow
//Draw Original Img over background