Lay satellite cable and terrestrial cable into the house

Then KG pipes are also sufficient for you.

I would theoretically take such a pipe, drill it diagonally downwards and then fill the pipe around the cables as much as possible with well foam (fill a bit inside and outside)

Edit Oh, of course, electrical and data separated

Then rather use Kabuflex pipes. They are suitable for underground installation.

Ok, are they harder than the ones I also lay as empty conduit? On my pipe it says "highspeed vde" and it is relatively stiff and robust

That does not necessarily mean that they are also suitable for direct burial.

... next, I am coming to the topic of electrical work in our house construction. I now want to run 3 underground cables outside and 4 satellite cables into the house.

I assume you already know that installations on electrical systems are reserved for licensed electricians according to NAV § 13?

Is it enough to simply take an empty conduit and then foam it shut with well foam? Is that then waterproof or do you have to use special feed-throughs?

Certainly not with pressurized water.

If experience from forums has to be drawn on for such details, the question arises as to the safety of the power and satellite lines.

BTW: Conventionally directly grounded roof antennas are ranked significantly higher in safety than garden/outdoor antennas. Grounding and equipotential bonding are integral parts of the electrical system.