Found it!
The nested template grid PWSImage has a entity path specified. The moment you connect a microflow as data source you do have a conflict. Datasource is a path and a microflow.
Set the entity for the PWSImage template grid directly on PWSImage without the path from the Section entity. The datasource microflow should start with input parameter of Object Section and a retrieve action which retrieve the images from database, constraint with an XPath PWSImage_Section = $Section and the additional filter criteria.
Must be noted that the error message you do get in Studio Pro isn’t really guiding …. :-(
*works on my machine*