Not sure if i get it correct but as far as i can tell you need to loop over your 'recordlist'(SecurityDatensatz) and within this loop retrieve by association the KSI and then retrieve by association the KSIdatenstazlist. Each iteration of the loop you will then get the KSIdatenstazlist corresponding with the SecurityDatensatz of the iteration.
If you want all of KSIdatenstazlist in one list after this, simply create a list of this entity before the first loop and the KSIdatenstazlist within the loop to the new list.
First of all Thank you very much for your answer :)
The major issue is that I don't have a real Idea on how to save the KSIDatensatzList after each Iteration. After each Iteration, it has an updated KSIDatensatzList. Each time when he Updates KSIDatensatzList, I want to create another List where the result of each Iteration will be saved separately.