Have you connected MADI both ways? If not, that's the problem, the 12Mic is looking for a signal and can't find one.

Now I see that MADI optical seems to be connected and used as fallback, in the absence of a signal on coax. Set the 12Mic to sync to optical.

From the manual:

11.2. Clock Reference
In its default state, the 12Mic uses an internal clock signal ("leader"/"master"). This means that any connected device must synchronize to it ("follower"/"slave").
Alternatively, one of the digital inputs (word clock, MADI optical, MADI coaxial, and each of the four AVB streams) can be chosen as clock reference. This activates SteadyClock™ FS, a technology that extracts a low jitter clock signal from the incoming signal.
Intelligent Clock Control (ICC) automatically changes thIntelligent Clock Control (ICC) automatically changes the clock source when the chosen clock reference input does not detect a valid signal. Using the feedback of SyncCheck™, the 12Mic will change to another source signal that can be used as a clock reference. If no other source is available, the device will fall back to its internal clock until the chosen clock reference has recovered. Due to the excellent performance of RME’s clock technology, disconnection and re-connection of a clock reference is likely to be performed without losing a sample in the outgoing audio signal.

11. CLOCK Section
ICC switches the clock source between word clock, MADI optical, MADI coaxial, and internal, seamlessly, when the MADI optical, coaxial or word clock inputs fail and the other port is locked - or to internal.

I have included more screenshots of web and lcd interface.

Is your unit's firmware up to date?

Yes it is up to date. Current firmware version: 1.3.0 (v50)
UFX 3: firmware v20, driver v4.21

Deactivate Auto Input mode...

That's what it's doing - BNC is not connected, so it's switching to optical.

With auto input option enabled there was no „set as external clock preference” under madi optical (as is shown above on the picture). You could only set word and madi coax as external clock preference but not the optical madi. This option appeared under madi optical after disabling auto input option. From the begining there was only optical connection.