I saw that the label you're trying to save as a new custom label is "Classification and Properties Label" (or the equivalent in GER version). This label works by pulling out properties of the attached element (in this case, the wall). If you save this label again as a custom label (regardless of whether it comes with another 2D element or not), the function of the label will be lost, therefore it cannot display anything.
When I tested with Archicad 23, the same thing happens, so I don't know whether it works in any previous versions or not. Could you confirm whether the same workflow creates a usable label in previous versions?
Unfortunately, I was still unable to create a working label using the given file on AC23 GER and INT, running different builds (5010 and 6004). I will ask my colleagues for more info about this. As soon as I have an answer I will let you know!
I asked the help of my colleagues to see why the label creation worked for you but not for me. It turned out that this function worked on Archicad 23 GER, but it never worked on INT version. In Archicad 24 GER, this function also did not work. Let me ask the developers to see why it behaved like this. As soon as I have an answer I will let you know!