After 5 days, I have got a response from Klarna support:
Test mode is a setting that disables a merchant account from making calls towards us, as it’s an account on our testdrive server, we have removed the Test Mode so that you can make calls successfully.
@dmitry_fedyuk how very nice of you. Of course this does not show any one else here where they can activate or deactivate the test mode semselfes. Since this is googles first result on how to activate the test mode. Please add explaination or forwarding to the correct documentation where we might find the result of this question our selfes.