Settings -> Smart Folder -> Starred Messages
(I hope you will be able to figure out what those are in German, if not, @mikeone will help.)
I suspect, that is the setting that you've mentioned: "Zeige markierte Nachrichten in der SmartBox"
However, Smart Folder includes only those starred messages that are within the "sync" period ("Current" messages). That is controlled by Settings -> Mail, receiving -> Messages to sync.
There is yet another setting that could be helpful to you, - in the same place, - "Smart Folder time period", where you can choose from "only unread", 10 minutes-1 month, and "All current".
I haven't played with those, as I am not using Smart Folder myself, but I am not sure if this controls all messages in SmartBox (including starred ones), or only non-starred. (I suspect it might be the latter, but you can test it yourself)
I don't think it is possible to exclude non-starred messages, but if this time setting affects only non-starred messages, you can set it to the shortest, "10 min.", and that would limit what you have there.
However, it will not be possible to keep (even starred messages) indefinitely.
This mobile e-mail app (as well as many others) is designed primarily to offer you a window into the collection of e-mail messages saved on the server. (This is the case for IMAP and EWS accounts; with POP3, the situation is different. But I wouldn't advise to use POP3, unless your provider doesn't offer anything else.)
I hope this helps.
