Maybe someone can help me ...

[bananas]

8. Here's an article with screenshots and explanations

so you can check that everything is enabled:
http://news.softpedia.com/news/Windows-8-Secrets-the-Built-in-Security-Features-300963.shtml

The article also points out:

Aryeh Goretsky, researcher at antivirus software firm ESET, the creator of NOD32 Antivirus, has said that Windows 8 is by far the most secure Windows contraption so far, but has emphasized that users are still exposed to online threats.

“After reviewing the layers of technologies used by Microsoft to protect Windows 8, it is our opinion that it is the most secure version of Microsoft Windows to date. That does not, however, mean that it is invulnerable to all threats: if there is one thing we have seen time and time again it is that those who create malware adapt it to take advantage of technologies as they come into the mainstream,” Goretsky said.

<snip>

The very interesting fact is that Windows Defender is automatically disabled once you install a third-party security app on your Windows 8 machine. As you can see in the screenshot, we deployed ESET’s NOD32 antivirus and Windows Defender was switched off entirely.

Malwarebytes pro isn't an antivirus program, so it won't disable Windows Defender, it runs in parallel with Windows Defender or whichever antivirus program you use, to catch stuff that gets past the antivirus program.