Sorry, Mattes, I think it's just that it is indeed as ambiguous as it looks. Your explanation in #17 is probably the most plausible given what else we know, but the text alone isn't that clear, you're right, and yes, it does make it sound as if the story is set in Berlin.
On the PBS Spanish-language digital channel V-Me, which I recommended in the Spanish forum
to no avail, we get miniseries made in various countries. Somehow the one of David Copperfield by RAI, with Italian actors dubbed into Spanish, was just sort of a mental jolt for me -- it wasn't set in Italy or anything, it was nicely done, but it just felt very slightly out of place. It has also been a little odd to see German miniseries like The Tunnel, and one about Heinrich Schliemann, and Buddenbrooks, dubbed into Spanish; there's just a sort of cognitive dissonance.
But nevertheless, I'm glad they show them at all, since even that rather middlebrow stuff is better-quality programming than most of what's on the two big commercial Spanish networks in the US. (Well, except for Comisario Rex, and La Doctora, which seems to be a really cheesy German imitation of better series like ER, but you can't have everything.) I don't think any broadcaster here would ever do anything as literary as Katharina Blum, so even if it's less than ideal, I would say you're lucky to get it.