How to copy a Mail setup with rules and signatures to some other mac
I am answering my own question. I know it is possible to transfer user data from one mac to another by using the migration assistant. In my case this does not apply because I only want to copy my complex Mail setup and no other data and config.

After some experiments I found the following to be working:


On your destination Mac in SystemPreferences/Sharing activate File Sharing
Important: Log out of your user account on the destination mac.
Quit Mail on your source mac if it is running.
On your source mac mount your destination mac user folder.
Copy ~/Library/Mail to the same location in your destination user folder
Copy ~/Library/Containers/com.apple.mail to the same location in your destination user folder.
Copy ~/Library/Accounts to the same location in your destination user folder.
Restart your destination mac and log in to your User Account. When you start mail, all the accounts, signatures and rules should be present. But... Rule and signature assignments may be gone though. Check and re-assign if needed. Mail Accounts will start syncing. You may be prompted to enter your passwords again in SystemPreferences/Internet Accounts.


Update 15-07-2016

There may be a problem with smtp server definitions. In case of experiencing problems with sending email over a specific smtp server, just remove it and re-add it. The connection problem (in my case: unable to verify user or password) should be gone then.