I tried the following, but does not really work 
In the modification file I entered (just an example!)
if %{HTTP_HOST} regimatch wwwx.*
RegRedirectUrl / http://wwwx.<domain>/z_service [CODE=permanent]
if %{HTTP_HOST} regimatch wwwx.* [and]
if %{PATH} regimatch "^/z_service*"
SetHeader x-sap-webdisp-target-sid <SID> [break]
So in my opinion, it should now work like this.
The first step if a request for wwwx.<domain> is coming, it will modify the url to wwwx.<domain>/z_service.
So the next step is, that just for wwwx* the /z_service services are allowed.
So it should be ok and the SID should be set.
But it is not working.
Do you have an idea whats my mistake?