mmobder I use demo.yubico.com for tests
This site's default settings allow me to create a non-discoverable credential on a security key in a profile with Sandboxed Google Play. The site doesn't seem to create a passkey by default. It's possible that the HW FIDO2 Provider app has an issue with creating a non-discoverable credential, which I can reproduce in a profile without Sandboxed Google Play.
If you go to the demo site's "Developer tools", you can set "resident_Key" to "required" to force it to create a passkey.
Or perhaps try it on a different site in case this one is wonky?