Keframes aren't changeable! If I create a second keyframe, the value can not be changed, and it always bounces back to the value of the first keyframe:

View the value of the first Keyframe:


Enter an other value for the second Keyframe:


View value again (after leaving once): -> Value changed to the value of the first Keyframe!
In addition it does't connect as usual. (Picture 4).


With entering the same value the keyframes are connected... : 


For example:

The value of the first keyframe is set to 2.
 If I want to add an other keyframe with the value 4, it resets the value to 2, but does not connect with the first keyframe, although they are equal. 

Is that a bug or what did i do wrong? (I just want to have multible different keyframes!)
You have to set the value of the keyframe in your case the "Y location" by pressing the "I" key and then selecting location, before movie the frame in the timeline or it wont set (unless you have "automatic keyframe insertion" turned on).

The "connected bar" is only a visual to tell you that the frame data (Y location) did not change between the two keyframes. It doesnt mean anything beyond that.