Thank you all. Here is a snippet how I implemented the function ConnectAlone, and how I simulated simultaneous calls over internal events. It wokrs perfect as only one event succeed to get the connection.

The problem when I call the function ConnectAlone from an exe, then I get sometimes unexpected connections, so that both exes get connected 'alone' in the database.

But I am still looking for the reason, it can be related to the exe itself.

create or replace mutex MyMutex;
create or replace function ConnectAlone() 
returns bit 
begin 
if ((select currently_owned_by from sp_list_mutexes_semaphores() where "name" = 'MyMutex') is null) then 
    begin 
        lock mutex MyMutex timeout 1000; 
        return 1; 
        exception when others then 
            return 0; 
    end; 
else 
    return 0; 
end if; 
end;

create or replace event myevent1 schedule start time '00:00' every 2 minutes enable handler 
BEGIN 
if (ConnectAlone() = 1) then 
    message (now() || ' Myevent1 Succeed'); 
    waitfor delay '00:00:10'; 
    release mutex MyMutex; 
else 
    message (now() || ' Myevent1 failed'); 
end if; 
end;

create or replace event myevent2 schedule start time '00:00' every 2 minutes enable handler 
BEGIN 
if (ConnectAlone() = 1) then 
    message (now() || ' Myevent2 Succeed'); 
    waitfor delay '00:00:10'; 
    release mutex MyMutex; 
else 
    message (now() || ' Myevent2 failed'); 
    end if; 
end;