Hi @bissingen,
i went through exactly the same, funny. 
My toolchain file is online in my git: Exchange_MPC/Toolchain-dSpace_v3.cmake at master · alexwin9478/Exchange_MPC · GitHub
You need Cmake installed on your system, where the dspace compiler lays etc. you start the cmake gui in the acados_root_folder, choose “Unix Makefiles” and the toolchain file. Now you have to press “configure” and change the settings, the most important is to choose “Target=generic” for alle availalbe Target-Options. Another important one is “ext_dependencies = 0”.
Dont forget to set the Environment variables in windows “QNX_Host” and “QNX_TARGET” to the regarding paths of the QNX Compiler in the dspace folders.
I got help from @giaf in this post: S-Function fails Simulink Compile Check - #9 by giaf
Keep me updated about your progress. 
greets, Alex