As the previous post with bridged Xen setup was not good to make the LoadBalance IP running,
I again fiddled with routed setup and the things I learned from my friend TH. And, against
all the warnings in propably older OVH docs I just use now dev ethX as default gw in my
routing table(s). (I think before they introduced the virtual MAC they always blocked unknown
MACs (and therefore also random ones from virtualisation as well) on their switches. This
seems not to be the case anymore).

first, get two of your 3 failover IPs and attach them to your rootserver.

second, get at least a second rootserver and attach a LoadBalancing infrastructure to both
of them and then enable only your test candidate for now.

get your Xen in routed mode (xend-config.sxp):

(network-script network-route)
(vif-script     vif-route)

don't forget to restart xend!

and in domU /etc/network/interfaces easy as this: (where 2.2.2.254) is the default gw of your dom0)

auto lo
iface lo inet loopback

# fixed IP
auto eth0
iface eth0 inet static
    address 1.1.1.1
    netmask 255.255.255.255
    broadcast 1.1.1.1
    post-up /sbin/ip route add 2.2.2.2 dev eth0
    post-up /sbin/ip route add default dev eth0
    post-down /sbin/ip route del 2.2.2.2 dev eth0
    post-down /sbin/ip route del default dev eth0

# moving failover IP
auto eth1
iface eth1 inet static
    address 1.1.1.2
    netmask 255.255.255.255
    broadcast 1.1.1.2
    post-up /sbin/ip rule  add from 1.1.1.2 lookup 100
    post-up /sbin/ip route add 2.2.2.2 dev eth1 table 100
    post-up /sbin/ip route add default dev eth1 table 100
    post-down /sbin/ip rule  del from 1.1.1.2 lookup 100
    post-down /sbin/ip route del 2.2.2.2 dev eth1 table 100
    post-down /sbin/ip route del default dev eth1 table 100

# moving loadbalance IP
auto eth2
iface eth2 inet static
    address 1.1.1.3
    netmask 255.255.255.255
    broadcast 1.1.1.3
    post-up /sbin/ip rule add from 1.1.1.3 lookup 200
    post-up /sbin/ip route add 2.2.2.2 dev eth2 table 200
    post-up /sbin/ip route add default dev eth2 table 200
    post-down /sbin/ip rule  del from 1.1.1.3 lookup 200
    post-down /sbin/ip route del 2.2.2.2 dev eth2 table 200
    post-down /sbin/ip route del default dev eth2 table 200

now: profit!