Is there a chance to overcome the 10.000 capital limitation in Z8 (for Zorro S)?

The limit with the free version is 7000, not 10000. Zorro S has no limit and accepts any value for MMax.

Open "Strategy\Z.ini" and you will see that MMAx = 100. That is the default setting for the maximum value of the Margin or Capital. You can change the maximum of the Capital slider by changing the MMax factor to your desired investment capital (e.g. MMax = 1000 for Capital = 100000). It's MMax * 100. Check section "The Z Systems" - "Setup & Trading".

Thanks to both of you! I did review the manual but somehow overlooked the "indirect" setting for Capital - I was looking for a setting for Capital explicitly, my apologies.