Hi Franz,
There is a difference indeed, you DO NOT need to lock the flight previously. Just start a new Propilot flight in FL4, push the button to retrieve the locked flight and it should be there!
For the deadheading I am not 100% how it works, this is Alxander's "baby"

but personally I did request a deadhead before leg #1. And I am afraid this means that you need deadheads between the event legs as well (it would be useful for someone else to confirm this, though).
What I do know for sure is that unlike assigned flights, there is no way in FL4 to get multiple locked flights and choose the one you want; the server always knows which is THE ONE locked flight you can fly. Thus I assume (or should I say "speculate"?) that when doing other flights interlaced with the event legs, the server decides this based on which event legs are open and your current location.
Unfortunately I cannot try this myself at this time, because I was unable to complete my first leg yet (but I checked FL4 and the first leg is there all right).
So I suggest you first try just getting the leg #1 in FL4. If this does not work, request a deadhead to LFBO (it will be an "instant deadhead" if you are more than 48hrs after your previous PP flight). If this still does not work, please let me know and I will take a deeper look in the database.
Andrei