E-mails marked as read when my colleague reads them

Not possible for your colleague to read an account's emails if they do not access the account. Once an email is read, regardless who reads it initially, it is marked as read. Remove access to the email account by this other person. Or, create a rule to forward the email to this other person's account where they can read it without changing its read status in your account.

Q - " So the problem is, that when a new email arrives and my colleague reads it first, it will no longer be shown as new or unread on my account. We do not share an apple account or something like that so it shouldn't by synced in any way "

A - How would that even work if the account are not Shared ?

A - When I send a e-mail to a friend or colleague there is not way my Apple Account with iCloud could access the Recipients e-mail Servers on say, Bell Canada