More by accident I discovered a way to create a playlist which isn't lost. Because when ever you created a playlist, the first time you play a different media file out of this list it scratches your playlist. Even the official Videolan documentation does not have an answer (August 2015 that is).
Searching the web for this topic today (August 2015) raises more questions than answers. But I leave the old info here because the same method can be applied when editing a text file on the Android file system otherwise. This information seems to be outdated by now since newer VideoLan (VLC) for Android versions have a working playlist function.