Unable to create multiple AppDomains

I'm currently experimenting with hosting .NET CoreCLR in a C++ application to basically implement some kind of plugin system.

I used the corerun source code as a base to get started and to explore how to build a native host other tutorials/documentation generally failed in one way or another.
Finally I got it to work, I could initialize the runtime, create an AppDomain and execute a .NET Core assembly.

The next step for me was to run multiple assemblies, so I just created a second test assembly and tried to execute it the same way as the first one.
In fact my application does the following:

Initialize Runtime -> Create AppDomain1 -> Execute Assembly 1 -> Unload AppDomain 1
-> Create AppDomain2 -> Execute Assembly 2 -> Unload AppDomain2

Unfortunately I wasn't able to even create the second AppDomain.
My code for AppDomain creation looks roughly like this:

m_RuntimeHost->CreateAppDomainWithManager
(
    L"MyFriendlyName",
    appDomainFlags,
    nullptr,
    nullptr,
    sizeof(propertyKeys) / sizeof(wchar_t*),
    propertyKeys,
    propertyValues,
    &domainId
);

My appDomainFlags are the ones from the corerun code:

APPDOMAIN_ENABLE_PLATFORM_SPECIFIC_APPS |
APPDOMAIN_ENABLE_PINVOKE_AND_CLASSIC_COMINTEROP |
APPDOMAIN_DISABLE_TRANSPARENCY_ENFORCEMENT

I just assume that all properties I pass here are correct as creation of the AppDomain works at least once.

If I try to create the second AppDomain I just get HRESULT 0x80131022 (Invalid operation).

I then went on an examined creation of the runtime interface and replaced the original startup flags of the runtime from:

STARTUP_FLAGS::STARTUP_LOADER_OPTIMIZATION_SINGLE_DOMAIN | STARTUP_FLAGS::STARTUP_SINGLE_APPDOMAIN | STARTUP_FLAGS::STARTUP_CONCURRENT_GC

to:

STARTUP_SERVER_GC | STARTUP_LOADER_OPTIMIZATION_MULTI_DOMAIN | STARTUP_LOADER_OPTIMIZATION_MULTI_DOMAIN_HOST

This was just a guessing game as I don't yet fully understand what exactly these flags do but it didn't change anything unfortunately.

I don't really know any further but I guess I'm missing something important here.
Documentation and articles about this topic are quite rare so I hope that someone here can help me out or give some hints about what might be wrong.

I recently did some research regarding hosting and running multiple AppDomains. Here's what I found in the Microsoft Docs and GitHub site

Step 2 - Get .NET Core hosting functions CoreClrHost has several important methods useful for hosting .NET Core:

• coreclr_initialize: Starts the .NET Core runtime and sets up the default (and only) AppDomain.
• coreclr_execute_assembly: Executes a managed assembly.
• coreclr_create_delegate: Creates a function pointer to a managed method.
• coreclr_shutdown: Shuts down the .NET Core runtime.
• coreclr_shutdown_2: Like coreclr_shutdown, but also retrieves the managed code's exit code.

I took this to mean, "you only get to start up one AppDomain"