When I first got this error from OpenAI, I logged in and generated a new API key (just to be sure). I entered this new key in the field "OpenAI API Key:" (as seen in my screenshot). Interestingly enough it still comes up with the error message referring to the first api key. I can see it, because the keys start with a total different number-letter-combination.
So, for whatever reason: Looks like the key actually isn't updated after being changed. Therefore I wanted to know where the settings are actually saved, in which config-file.
Sorry for bothering you