is there a way for caspar cg to play random videos from a folder but always between these videos it plays a video from a second video (like a ad bumper between the randomness)
One would need to write a client to do that. CasparCG server is only doing what a control client tells it to do.
are there any known clients that would be able to play random videos in a folder and place a video between them
AFAIK no. There is a list of a few known clients here. What would be the use case for such a client?