Well, I've found a solution. Not all that pretty, but it works!

The solution was as below:

$loader = new Zend_Plugin_Loader(array('Zend_Validate' => path, 'Custom' => path);
$input = new Zend_Filter_Input(...);
$input->setPluginLoader($loader, 'validate');

Hope this helps someone else - but I didn't find any reference to this problem, so maybe I'm the only one?!