How do I set german as a language for the Game? When i click German above the Download Mirrors it wont change anything and there is no option to change it ingame either. Please help!

When you switch the language to German and click on the download links, it should automatically get the German install files. With D:OS, for example, it should get setup_divinity_original_sin_german_2.14.0.26.exe, etc; the English setup file is named the same, minus mention of the language (and similarly for the other Divinity games).