So, this means that you can not override them later with your running program?
Some 18F parts allow you to change config settings at run-time, but I wouldn't advise trying this until you're a bit more familiar with how to set them & what they all do. If you're using a boot-loader, you'll need to know every setting the loader expects, or you may end up doing a lot of loader firmware re-programming. If you search here for modifying config settings on-the-fly you'll find a couple routines showing you how.

[The date for the "USB Device - HID - HID Bootloader - C18 - PIC18F4450.hex" is 19.6.2008. I opened the zip-file maybe 1,5-2 month ago.
You probably have the latest version then.

I don't grasp this. How can I see or found WDTPS in a .HEX file?
Easy. Open the loader .HEX file with your programmers software. Change it, save the .HEX file, and re-program the loader into your PIC.

My program has DEFINE OSC 48, so that can not be the reason for this sleep-error.
OK. It wasn't shown in the example you posted. Note this won't have anything to do with the WDT or sleep error. Only timing for PBP commands.

If your programmers software doesn't allow you to read a .HEX file and make changes to config settings, then you can re-compile the loader firmware with the free version of C18.

Or I can send you a modified version .HEX file if you need it.

What USB board are you using?