O.K., the first pat of my question about the broken links has been solved. Reason : I had two amazon widges included, which caused the broken links. After I took them out of my blog, no broken link showed up anymore.
I still do not know, why those widgets caused broken links, because when you click on them as a visitor, all links are working perfectly. But anyhow, by deleting the widgets I got rid of the broken links.
But the problem with only crawling the first level still remains. And I would like to find a solution for that too.