The naming convention made me think:
Currently files are named "Img_xxxx.CR2"
That is 8 positions - dot - 3 positions. This exist from the Microsoft DOS period.
I assume that if I skip on the "Img_" there will be 4 additional character spaces that can be filled with a number. Theoratically it should allow 10001.CR2 and later 100001.CR2 and later 1000001.CR and if the camera would allow it even 10000001.CR2
Or....am I wrong in this assumption?
You're almost correct. The reason that they are named IMG_xxxx.CR2 is indeed an archaism from the DOS days when files were limited to 8 bytes of name and 3 bytes of extension. However, that restriction exists only as an archaism/compatibility issue, and therefore, there's practically no limit to what you can rename your files. Older versions of Windows allowed names and extensions up to 255 characters each, and I believe newer versions, as well as modern Mac and Linux implementations, allow even more than that, so for practical purposes you can rename the file whatever you want.
There's a side-issue at work here, which is that due to long-entrenched standards, CF and SD both use FAT (usually 32, occasionally 16) for their file system. These exceptionally old filesystems (FAT16 was finalized in 1984, positively ancient by computing standards) are basically still used because they work and the industry is allergic to change. They do allow longer filenames than 8 characters, but because of the way they are represented internally, file corruption is not impossible if you use names longer than that, and they're more interested in being reliable than being pretty. It's also cheaper since the firmware backbone to deal with it already exists. If they switched to a modern file system like ext4 or even NTFS, all of these issues would evaporate, and it would become trivial to add to the firmware options to let you format your filenames however you please, so the camera would be able to let you do something like Positron_[YYYYMMDD]_[shuttercount].cr2 or whatever else you wanted.
The reason they don't do this is because they haven't done it yet, and if a new camera supported ext4, anyone who used it would have a card incompatible with any camera before it, people would try to put their card into the other camera, it would say it needs to be formatted, and they'd lose shots since they'd need to find and format a card without pictures on it already, assuming they even have one. And then they'd complain, and Canon would look bad for trying to make a step into the future.
Bottom line: When you're trying to make money, sometimes you have to do things that are patently retarded to keep your competitive edge.