Did you make sure that you can use your Apple ID account to order online and pick up the order in a different country?
You will have to tell the employees in the Apple Store, that you will need Tax free exemption papers for the german customs office.
Have a look at this page:
VAT Refunds - Frankfurt Airport
If you buy an Apple Watch abroad, these devices are supposed to be used in the country of purchase, due to the different built in hardware, that has to support local carriers, especially if it comes to LTE.
So make sure that your carrier in your home country supports this model and all its features.
And the watchOS is also country specific. An Apple Watch bought in Germany will always install the watchOS version and all available features for this country. Features that are specific to other countries will not be supported in that case.
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copied from: Apple Watch - Carriers - Apple
Also remember, that the warranty for an Apple Watch can be restricted by Apple to the country of purchase.
In case of a warranty claim, you will have to bring the watch back to the country of purchase, Apple Support does not ship internationally.