The invention claimed is:1. A component carrier, comprising:a stack comprising at least one electrically conductive layer structure and/or at least one electrically insulating layer structure;a component embedded in the stack; anda heat removal body configured for removing heat from the component and being connected to the stack and to the component, wherein the heat removal body is in direct contact with the component, the heat removal body comprising:a component-sided first heat removal structure thermally coupled with the component; anda second heat removal structure thermally coupled with the first heat removal structure and facing away from the component,wherein the second heat removal structure comprises a dielectric thermal interface material at a top side and/or at a bottom side,wherein the second heat removal structure comprises a phase change material, the dielectric thermal interface material directly contacting the phase change material.2. The component carrier according to claim 1, wherein the first heat removal structure is a continuous thermally conductive sheet or comprises a plurality of thermally conductive pads.3. The component carrier according to claim 1, comprising at least one of the following features:wherein the first heat removal structure comprises at least one of the group consisting of a metal, and a ceramic;wherein the second heat removal structure comprises a patterned thermally conductive sheet comprising multiple through holes, wherein the through holes are at least partially filled with at least one of the group consisting of a thermally conductive filling medium, and the phase change material.4. The component carrier according to claim 1, wherein the second heat removal structure comprises at least one of the group consisting of a metal, and a ceramic.5. The component carrier according to claim 1, wherein the heat removal body comprises a patterned adhesive sheet adhesively bonding and thermally coupling the first heat removal structure with the second heat removal structure.6. The component carrier according to claim 5, comprising at least one of the following features:wherein through holes of the patterned adhesive sheet are at least partially filled with at least one of the group consisting of a thermally conductive filling medium, and the phase change material;wherein the patterned adhesive sheet is electrically insulating and thermally conductive;wherein the patterned adhesive sheet is a contiguous structure with the plurality of through holes, wherein a ratio between a partial area of the through holes and a remaining partial area of the adhesive material of the patterned adhesive sheet is at least 20%, and not more than 80%.7. The component carrier according to claim 1, wherein the second heat removal structure is located at or directly next to an exterior main surface of the component carrier.8. The component carrier of claim 1,wherein the component is embedded entirely within the stack, andwherein adjacent surfaces of the stack and the heat removal body are respective planar surfaces.9. The component carrier of claim 1,wherein the second heat removal structure of the heat removal body is bounded by an insulating layer along a surface opposed to the embedded component and the first heat removal structure.10. The component carrier of claim 1,wherein the second heat removal structure of the heat removal body is bounded laterally by an adhesive removed from the first heat removal structure.11. A method of manufacturing a component carrier, wherein the method comprises:embedding a component in a stack which comprises at least one electrically conductive layer structure and/or at least one electrically insulating layer structure; andconnecting a heat removal body to the stack and to the component, the heat removal body being configured for removing heat from the component,wherein the heat removal body is in direct contact with the component, the heat removal body comprising:a component-sided first heat removal structure thermally coupled with the component; anda second heat removal structure thermally coupled with the first heat removal structure and facing away from the component,wherein the second heat removal structure comprises a dielectric thermal interface material at a top side and/or at a bottom side,wherein the second heat removal structure comprises a phase change material, the dielectric thermal interface material directly contacting the phase change material.12. The method according to claim 11, wherein the method comprises:preforming at least part of the heat removal body; andthereafter connecting the preformed at least part of the heat removal body with the stack.13. The method according to claim 11, wherein the method comprises:providing the heat removal body with a patterned adhesive sheet adhesively bonding and thermally coupling the first heat removal structure with the second heat removal structure.14. The method according to claim 13, wherein the method comprises:preforming at least part of the second heat removal structure by forming multiple through holes in a thermally conductive sheet; andthereafter connecting the preformed at least part of the second heat removal structure with the first heat removal structure, being already connected with the stack and the component, by the adhesive sheet.15. The method according to claim 14, comprising at least one of the following features:wherein the method comprises preforming at least part of the second heat removal structure by inserting an inlay in a through hole of a base sheet and thereafter patterning the inlay;wherein the method comprises connecting at least part of the second heat removal structure with the first heat removal structure by pressing the adhesive sheet between the at least part of the second heat removal structure and the first heat removal structure;wherein the method comprises patterning the adhesive sheet after connecting the preformed at least part of the second heat removal structure with the first heat removal structure.16. The method according to claim 13, wherein the method comprises:patterning the adhesive sheet so that through holes of the patterned adhesive sheet are in alignment with through holes of the second heat removal structure.17. The method according to claim 13, wherein the method comprises:patterning the adhesive sheet by at least one of the group consisting of laser processing, mechanically drilling, etching, photo irradiating a photoimageable dielectric, and locally applying a glue.18. The method according to claim 13, wherein the method comprises:at least partially filling through holes of a preform of the second heat removal structure and/or through holes of the patterned adhesive sheet with at least one of the group consisting of a thermally conductive filling medium, and the phase change material.