In a nutshell:
I followed the instractions here: https://newit.co.uk/forum/index.php?topic=2835
To do that I fired up my Win8, started an Ubuntu in VirtualBox, connected the SheevaPlug's Mini-USB-JTAG to my PC and mapped the USB devices into the VM.
I had to use "sudo
screen /dev/ttyUSB0 115200" to connect to the USB device.
As I wanted to reinstall the u-boot version http://people.debian.org/~tbm/u-boot/2011.12-3/sheevaplug/u-boot.kwb
I used http://people.debian.org/~tbm/u-boot/2011.12-3/sheevaplug/uboot.elf
instead of http://www.downloadsnewit.co.uk/u-boot/recovery/sheevaplug/denx/u-boot.elf
With the result that I could start an u-boot on the Plug, but it didn't recognized any commands (even not "help").
So I switched to NewIT's suggestion about DENX u-boot.elf version and restarted.
Now the plug came up with a 'proper' u-boot. However I downloaded the DENX u-boot.kw version from ~tbm's site and put it onto a pen drive and attached it to the plug.
Then I followed Michael's u-boot USB upgrade instruction at http://www.cyrius.com/debian/kirkwood/sheevaplug/uboot-upgrade.html
and reset the plug. It came up properly with the environment variables still set to the values before I bricked it.
Booting the plug again it loads it's Debian from SD as before - puh.