I figured this could of happened but I've never heard anything about it before.
You've basically described Captain Wilm Hosenfeld to the letter. He was stationed in Warsaw just before the Russians came through Poland, and was noted to have saved, at the very least, the life of famous Jewish-Polish pianist Wladyslaw Szpilman. He also assisted others, including anti-Nazi Germans, Polish POWs, and other vulnerable people. Unfortunately he was sentenced for war crimes by the Red Army and died in 1952, despite Szpilman's attempts to get him freed. Hosenfeld has since been included as a member of the "Righteous Among the Nations", meaning he is a recognized non-Jew who aided Jews during the Holocaust. He's one of the few Nazi party members on this list (which also includes Oskar Schindler).