it has taken me some time but now I have tested brew mosquitto on macOS and it works as I expected it, so my previous problems have been caused by too old versions on Win 7 and Ubuntu.
# /usr/local/Cellar/mosquitto/1.4.8_1/sbin/mosquitto
1475693681: mosquitto version 1.4.8 (build date 2016-05-27 16:28:37+0100) starting
1475693681: Using default config.
1475693681: Opening ipv4 listen socket on port 1883.
1475693681: Opening ipv6 listen socket on port 1883.
1475693708: New connection from ::1 on port 1883.
1475693708: New client connected from ::1 as mosqpub/3779-mba.local (c1, k60).
1475693708: Socket error on client mosqpub/3779-mba.local, disconnecting.
1475693723: New connection from ::1 on port 1883.
1475693723: New client connected from ::1 as mosqsub/3785-mba.local (c1, k60).
1475693724: Socket error on client mosqsub/3785-mba.local, disconnecting.
1475693729: New connection from ::1 on port 1883.
1475693729: New client connected from ::1 as mosqsub/3786-mba.local (c1, k60).
1475693731: Socket error on client mosqsub/3786-mba.local, disconnecting.
And here the clients (retained message arrives even when subscribing to wildcard topic):
# mosquitto_pub -r -m 'An,50' -t test/alex/licht
# mosquitto_sub -t test/alex/licht
An,50
^C
# mosquitto_sub -t test/alex/#
An,50