How to change android system language if morelocale2 does not work
It's not that the locale is locked, it's just that it's only useful to change it to a language that's already on your phone. If the phone doesn't have a translation and other needed files for German, changing the locale to German won't have any effect. It's just like if you have a German phone and you install an app that's not translated into German: you'll get the app's default language.

You can only add a new system language by installing a custom ROM that supports that language, and as you've noticed, it's hard to find custom ROMs for Chinese phones.