The mark_loop.py file is uploaded in the Heroku instance, as I checked again.
Also, I can run the custom recipe directly on my local computer with: python -m prodigy image_caption_loop data_testset ./load_images.jsonl -F mark_loop.py
But, if I started the custom recipe via the main.py locally it generates the same error: ✘ Can't find recipe 'image-caption-loop. Nevertheless I can start one of prebuilt prodigy recipes locally via the main.py, like: image.manual images_dataset ..., which gets found and runs.
Solution
I saw this post suggesting to add the custom recipe to the main.py with the serve command: prodigy.serve does not work with custom recipe - #2 by ines - which works 
So I will test it, to see, if the everything works with the database.
Once again, thank you @ljvmiranda921 for your help!
Edit - solved
Is there a workaround to use the command "--remove-base64"? Because it also doesn't get recognized within the prodigy.serve, when I use the custom recipe.
This post with a function def before_db(examples) solved it: Labelling a set of images (classification) - #3 by strickvl