By working with RegularExpressions I found some inconsistency between the
Escape and Match method.

Has anyone an explanation for this behaviour or is this a bug?

Following the description of the problem:

'Escape'  DOES NOT recognize ']' as a metacharacter.
'Match(es)' DOES recognize ']' as a metacharacter.

void Wanted_but_not_working()
{
 string OpenMask = "[";
 string CloseMask = "]";
 OpenMask = Regex.Escape(OpenMask);
 OpenMask = Regex.Escape(OpenMask);
 //Expected Result: OpenMask="\\\[";
 CloseMask = Regex.Escape(CloseMask);
 CloseMask = Regex.Escape(CloseMask);
 //Expected Result: CloseMask="\\\]";  
 //Why is ']' no metacharacter?
 //It has to be. Otherwise the Match below should work.
 //Either the Escape or the Match operation does not work properly.

 string actualDefinition = "[KG]*[IND]*[VHW]*[KZ]";
 actualDefinition = Regex.Escape(actualDefinition);
 //Expected Result: "\[KG\]\*\[IND\]\*\[VHW\]\*\[KZ\]"

 string pattern =
String.Concat(OpenMask,"[^",OpenMask,CloseMask,"]+",CloseMask);
 //Expected Result: "\\\[[^\\\[\\\]]+\\\]"
 MatchCollection ma = Regex.Matches(actualDefinition, pattern,
RegexOptions.Compiled | RegexOptions.CultureInvariant |
RegexOptions.IgnoreCase | RegexOptions.IgnorePatternWhitespace);
 //Expected Result: 4 matches... NOTHING
}

void Manual_and_working_but_not_wanted()
{
 string OpenMask = @"\\\[";
 string CloseMask = @"\\\]";

 string actualDefinition = @"\[KG\]\*\[IND\]\*\[VHW\]\*\[KZ\]";
 string pattern = String.Concat(OpenMask, "[^", OpenMask, CloseMask, "]+",
CloseMask);
 MatchCollection ma = Regex.Matches(actualDefinition, pattern,
RegexOptions.Compiled | RegexOptions.CultureInvariant |
RegexOptions.IgnoreCase | RegexOptions.IgnorePatternWhitespace);
 //Expected Result: 4 matches ... OK
}

void Crazy_Workaround()
{
 string OpenMask = "[";
 string CloseMask = @"\]";
 OpenMask = Regex.Escape(OpenMask);
 OpenMask = Regex.Escape(OpenMask);
 //Expected Result: OpenMask="\\\[";

 string actualDefinition = "[KG]*[IND]*[VHW]*[KZ]";
 actualDefinition = Regex.Escape(actualDefinition);
 string pattern = String.Concat(OpenMask, "[^", OpenMask, CloseMask, "]+",
CloseMask);
 MatchCollection ma = Regex.Matches(actualDefinition, pattern,
RegexOptions.Compiled | RegexOptions.CultureInvariant |
RegexOptions.IgnoreCase | RegexOptions.IgnorePatternWhitespace);
 //Expected Result: 4 matches... OK
}