Since I often work with many clips where the first and last frame is black, or I need to cut a small part out of a longer video, is there any option to have the a complete "film-strip" displayed in the timeline, not only the last and first frame of a clip?

That way the right clip could be identified easier and/or the right position in the longer video could be found quicker.

Of course it might take more performance while loading the clip, so it would need to be an option either globally or per imported clip to activate a complete film-strip display.

humm.. probably too memory/processor intensive.
How about ... 'page' through a clip showing 1 second of frames at a time. (yes! another page in the clip monitor)

How about the zoom tool, circled in red bottom/right? Or use the "Fit zoom to project" button just to the left of the zoom tool.

Well, I still don't see any "in-between" frames, just the timeline itself is zoomed.

Take for example this here. It's basically a long clip with about 90% of someone giving a speech. Just somewhere in there someone is getting an award. If there were intermediate thumbnails in there between the first and the last then that spot could be found quicker without scrolling/winding back and forth. Since one can move the marker and the project monitor is up dated pretty quick I don't think it would need much performance to draw additional 6-7 intermediate frames into the timeline, where "VTS_1_03.VOB" now is printed.

The second thing, when you get a few dozen clips from someone and you have to load then it's easier to spot which clip is what when you have some intermediate frames, not just the first and last frame.

I have browsed the sources a little, and I think how those "thumbnails" actually looks is not defined in Kdenlive itself, but in the MLT library. Is that correct? Does someone know in which source file? (I haven't found anything that looks like it's displaying the "first and last frame" in westleypreview.cpp at least.)

I think, in older versions, like 0.6svn, it was possible if you zoomed the timeline to maximum.
Without doubt it is important functionality, it should be there. Cinelerra and Kino both provide this functionality, in Cinelerra you don't even have to zoom to maximum, you see inter-frames visible whenever there is a space for them, more and more details (more frames) as you zoom in.

MLT does generate the thumbnails, but Kdenlive tells MLT which ones to generate and places them on the timeline.