After an other day and switch to derby I find a solution for this problem. I don't know why this is not handled by the H2 documention, but ok.
First at all. For me the connection url and the physical location of the DB-Files are different things. And I don't like this file things, because I want to take a look in the db on the fly.
So, whats to is this
private Server startDb() {
    Server retVal = null;
    try {
        final String userDir = System.getProperty("user.dir");
        // System.setProperty("h2.baseDir", userDir + "/data/jumpstart");
        retVal = Server.createTcpServer("-baseDir", userDir + "/data/jumpstart");
        retVal.start();
        Connection conn = null;
        try {
            Class.forName("org.h2.Driver");
            conn = DriverManager.getConnection("jdbc:h2:tcp://localhost/jumpstart", "sa", "sa");
        } finally {
            if (conn != null)
                conn.close();
        }
    } catch (final Exception ex) {
    }
    return retVal;
}
As you can see here, the files of the db will be stored in the directoy /data/jumpstart.
The URL of JDBC connect hide this detail. It only address the the DB with name jumpstart.
That it is.
HTH
  Andreas