Got this nice bug coming right out of the Zend frameworks 1.9 AMF Routines.

“Unable to parse null body data mapped class  is not defined”
in file: library/Zend/Amf/Request.php:174

Was trying to send an object that has an Arraycollection as one of its parameters to the gateway.
Found this Bug Report
It is supposed to be fixed in 1.8.2 ?! Why is it happening in 1.9 then?

Instead of modifying the zend framework I decided to convert the object I wanted to send into an object without arraycollections.
But definitely not a proper solution. Hopefully that bug will be fixed soon. Otherwise maybe AMFPHP is a better choice then Zend AMF.