After reading through the comment of MichaelBay I realized that I indeed that not have the required knowledge to perform the required correct steps to achieve what I wanted to (I did not know the differences between BIOS/MBR and UEFI/GPT, which might not be required, but at least one should know that these two different installation modes exist and what you'd have to do to install operating systems in either one or the other mode).
Please note concerning my initial question: continuing from the installation step (Ubuntu) where I stopped with the option 'Install alongside Window' DID WORK this time and the reason it did not work in my previous attempt was probably due to an update error while downloading packages installing Ubuntu and a resulting harddisk error (as seen by my verification via chkdsk at my initial attempt).
As I read in that the correct approach would be to install ALL operating systems in the UEFI/GPT I tried to create a correct setup from the start and these where the steps which where successfull (at least for me).
As I believed that the required installation order is Win 7 -> than Win 10 -> than Ubuntu I tried with various approaches th install Win 7 in UEFI/GPT mode. According to Microsoft in order to do this you'd have to enter the BIOS settings, disable secure boot and set boot mode to UEFI only and activate CSM support. Than you'd normally start with the Win 7 installation DVD (SP1 included) selecting same sort of 'boot DVD in UEFI mode' and the Windows installation DVD would start in UEFI mode. However, as the option to start the DVD specifically in UEFI was not present (and even though my laptop is UEFI compatible - a lenovo l560, updating the BIOS with a tool lenovo provided did not change a thing, the BIOS GUI still looked like the old BIOS, no mouse or better resulation) the Win7 installation started in BIOS/MBR mode. Creating a bootable USB stick with rufus (and setting the stick to GPT mode) did not help either. Installing Win 7 in BIOS/MBR and than converting this installation to
UEFI/GPT did not prove to be successfull as well...
What I did was the following (pretty sure that not all steps are required but still might be helpful to others):
Go into the BIOS settings (F1 or F2), disable secure boot and set boot mode to UEFI only and activate CSM support
Start with Win10 Installation DVD
When the installtion window opened I pressed SHILFT+F10 to enter the console and entered the following commands
- list disk (identifying the correct disk, in my case disk 0)
- select disk 0
- clean all (clean alone might have been enought - be warned that this will delete all partitions and data, so make sure you have selected the correct disk)
- convert gpt (setting gpt mode)
- list disk (to make sure that the gpt column is marked with an asterix)
- exit (leave diskpart)
- exit (leave the command line)
Create a partition and continue with the installation of Window 10 (via DVD)
When finished create a partition from within Windows 10 (installed OS) with the required partition size
Insert the Win7 installation DVD and start
Select the partition you created before as target partition and install
(at a certain point I got a warning the the partition order is not the way microsoft recommand for GPT - I ignored that)
Finish installation - now you can boot via the Windows boot manager both operating systems
Install Ubuntu (I chose 'Alongside the windows boot manager')
Actually all pretty simple (and probably the explanation here is an overkill) - the only important thing was that I could not get the Windows 7 DVD to boot into UEFI mode and the bootable rufus USB stick did not work either - I had to install Win 7 from within the already installed Win 10 OS to ensure Win 7 is indeed installed in UEFI mode)
quite a lot of words for such a little piece of information :-)
@MichaelBay: thanks a lot for your assistance - and yes, one should at least know what he is trying to achieve before starting...