How can I connect my MacBook Pro 2015 to this monitor with ONE cable and which cable do I need for this?
I only have Thunderbolt 2, USB-A and HDMI connection.

It doesn't have to be Thunderbolt, but 10 GBit / sec -- since this monitor supports it -- with USB 3.1 Gen 2 or USB 3.2 Gen 2 would be ideal.

I use this one, for example, with a length of 3 metres: https://www.aliexpress.com/item...
Works great for picture + USB hub (incl. Ethernet, etc.) + Power Delivery 75 watts from monitor to laptop.

I'd say anything with USB 3.2 Gen 2 incl. 100 Watt Power Delivery is already ideal.

Not USB-C, but Thunderbolt 3 is the secret!
I bought the following cable in 1 metre length and it works perfectly.
Attention: up to 0.5 metres the data transfer rate is up to 40GBit/s, with longer cables only 20GBit/s.

Roline Thunderbolt 3 (2m, Thunderbolt)

However, a working cable is included with the screen, but it is a bit clunkier than the one from Roline because an adapter to normal USB is mounted at the other end.