HarryDutch wrote: Looking at your results there is definitly something wrong. Could be ... the Arduino.
Mystery solved, my sensor is working!
I started swapping and replacing components - the radio, the caps, the breadboard, the wiring, removing the DHT11, .....
It was the Arduino. A Nano 3 that up to now has always performed perfectly, but with the radio modules, it somehow garbles the signals, resulting in the noise that the scanner sketch showed. I replaced the Nano on the same breadboard, same radio module, same wiring etc. and suddenly the output of the scanner sketch cleaned up, with zero showing in most channels.
I then re-loaded the HumiditySensor example sketch into the replacement Nano, but it would still not connect to the Pi. I then changed channel to 22 on both the sensor and the Pi and suddenly it all started working.
So I have no idea what is wrong with that Nano, it has always worked in other circuits. I must have used it with the radio modules before. Perhaps I used different pins for the CE/CSN/IRQ connections back then.
I don't understand why channel 95 (=0x5F) did not work, it looked clear on the scanner. But the important thing is it is now working.
Many thanks @HarryDutch for sticking with me. And thanks EasyIoT for developing the whole project.