Thanks for the replies!
I did pull pin 2 to low and SHDN to HIGH, so there has to be some problem in the wiring, even though i’ve gone over it several times.
I also bought in this boost converter:
And got it to work first try, so its no problem for me anymore. It still annoys me though that it wasn’t working with the Maxim one 
Thanks, @OziGreybeard for the link to an alternative. If this one fails I got your confirmation that the Pololu works.