1) Hi, if I create a paper wallet (example at bitadress.org) with only 1 adress, is there any risk that I lose my btc when I make a tx because the rest goes to a different change adress?
Yes, there is risk... read this: https://bitzuma.com/posts/five-ways-to-lose-money-with-bitcoin-change-addresses/Having said that, as long as you read and understand how paper wallets work AND you understand the wallet/service that you use to "spend" the funds from a paper wallet, you can generally do so relatively safely.
I would highly recommend that you do a test run (using small amounts of BTC) to ensure you understand how to create the wallet, fund it and then spend from it "safely".
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2) Or is it not possible that it goes to a change adress because I created the wallet with only 1 adress?
As per the article and other advice... it all depends on the wallet software used to "spend" the funds.Quote
3) Or does the new change adress work with the same privat key from adress 1?
No. A new change address is likely to be generated from a new/different private key... this key may or may not be stored in your wallet depending on how it works when spending from paper wallets. 
