I want to connect two EX switches by console cable and want to use this connection to open a console session from one EX to the other. I found no "offical" way to do this but maybe someone else has succeeded?
No - the console ports on the EX cannot be used like this.
If you have both EXs in a virtual chassis though, you can console into one and then execute
request session member 1
to jump into the console of the second device.