Here are two responses that may satisfy you until someone fully answers it.

This by /u/pnzsaurkrautwerfer and this by /u/ kieslowskifan

Both address at what point did the Germans realize they lost the war.

The British broadcast in German across the Reich, so while there was a lot of censorship and the Nazis didn't shout out that they were going backwards, all of the officer corps and soldiers knew where the fighting was happening, and the messages got back to the civilian population pretty readily, it was impossible to hide, so yes, in general terms they knew what was going on.

I imagine the level to which they believed the bullshit of how much of a cunning plan the retreat was depended on individual fervour for Nazism.