Should twisted wire joints to 5 kW water heater be soldered?
I'd use a lever-lock style of wire connector
Given that your profile says you're in Germany, you should have no trouble getting lever-lock style wire connectors (Wago calls these a Lever-Nut™) and matching carrier boxes for them.  These are approved for splicing basically worldwide, and provide a far more foolproof splice than just about any other device I've heard of.