I assume the kissenfischbaked.tga is the shadow map?...it was not included...no problem.
you have the basic setup right, 2 textures/one material.
on the UV maps in the mesh edit stuff set the active UV to the shade UV to bake to it(*you bake to the active, from the renderable UV*).
Yours is correctly setup for the bake.
*important* it will bake to the image assigned to the mesh in the UV image editor...so with your faces selected, go to the UV image editor and select the image you want to bake to(shadows)from the drop down menu.
In the render buttons go to the bake tab, then select shadow.
click bake.....it should be rendering to the image in the editor...

Now...
in the material editor under the texture tab select the shadow map texture.
go to the map input and select uv...type the UV name in the empty field(shade in this case).
go to the "map to" tab and select multiply(you have done this already), and adjust the Col(coloring)value until you are happy.
one last thing
in the top menu(file, add, time line, game)in the game menu select Blender GLSL materials...this was not checked and may be the big issue you are having.
...I hope I covered it all as I typed and alt tabbed back and forth checking stuff.
If this is not helpfull I will still do a video...it is no problem.