With all the effort, including a fall from the roof, it was still leaking, so I was done with it. I decided to completely replace the roof of the dormer. Some OSB, some nail coat and some bitumen should do the trick.
It was beautiful weather in between the showers. But I got the OSB on there before the first shower hit and got the nail coat on when the real rain started. The next day I finished by burning on the bitumen layers and finishing off the connection with the main roof.
Another rain shower showed one minor error in the connection with the roof and then finally, the roof was waterproof! At last! Time for a bit of vacation, so the next few weeks there will be little or no work done on the house. Because of the pandemic we will explore Estonia.