In Spanish, referring to the Holy Roman Empire as Germany was the most common thing. Thanks to the Real Academia Española we have a tremendous tool called Corpus Diacrónico del Español that allows us to search for specific words within their enormous corpus of documents, so I will add here some data.

Usage of "Alemania" or "Alemaña":

- From 1300 to 1400: 29 cases in 11 documents.

-From 1400 to 1500: 327 cases in 61 documents.

- From 1500 to 1600: 1765 cases in 322 documents.

- From 1600 to 1700: 1938 cases in 345 documents.

Of course, the locutions "Sacro Imperio" and "Sacro Romano Imperio" also exist, but are far more minoritary. I will list them only from 1500 onwards, as that is the point where Spanish sources start mentioning it, which makes sense considering the appearance of Charles I of Spain and V of the Holy Roman Empire.

- Sacro Romano Imperio, 1500 to 1700: 16 cases in 6 documents.

- Sacro Imperio, 1500 to 1700: 139 cases in 10 documents.

It is a bit of a trope (from BlackAdder et al) that people (e g in England) would refer to Germans when talking generally about people hailing from the political entityof the HRE. In reality however this was very context- and knowledge dependent: when encountering a person in various social settings or functions, this could widely vary; and an English or Scottish trader would very well understand the difference between an Austrian, Saxon, Bavarian or Prussian in the 18th century, and refer to these ethnicities appropriately rather than using "German".

When talking colloquially about a person, depending on your geographical and political knowledge about the person and where they are from you would call them by ethnicity (the aleman/German/tedesco etc) but only if in a vague setting. Encountering, say, a representative of the Habsburgs in their role as Holy Roman Emperors would be referred to by knowledgeable contacts as a "person from the Empire" (e.g. "the Imperial envoy"); but when encountering the same person as a representative of the Duchy of Austria, "Austrian" could be used; similarly, when from a particular local setting within the Empire abroad, people could be referred to as e.g. "from the Palatine", "the Saxon", "the confederate (Swiss)", but even there finer distinctions could be made depending on locality etc. To use the term "German" for anyone from the whole quilt of German speaking states was actually rather rare, and considered almost ignorant (especially since in England, the crown would be acutely aware which part of German nobility it was related to, and which part they had little do with).
An important trader or mercenary captain from ("Swiss") Bern for instance would more likely be referred to as a Bernese, or as Eidgenosse (=Oath taker, which was imported as a word to French as Huguenots and then later came to refer to French descending from protestant calvinists from the Geneva region); in Czech, contacts with Germans was heavily influenced by Swabian migrants, which lead to Germans in general being called swabu (=Swabian, which however also happens to mean "cockroach" in Czech, go figure), but there distinction from people hailing from Habsburg lands in the South would be made ("Austrian" rather than "German".

In short, the term "German" was very loosely used as its meaning was too imprecise, and was basically only referring to the language and its speakers; and while after Otto I the official name of the empire became Holy Roman Empire of the German Nation, the term "German"as a nationality was far less commonly used since there was no political entity that encompassed it; "German" as a term then began its real rise only with the increasing decline of the Empire and the notion of its manifold suzerainties after the 1700s. Only by the first third of the 19th century had it become dominant in usage; but even then, Germans themselves were not lightly using the term for each other as the regional cultural and religious identity still far dominated everyday life ("Saxon," Prussian", "Bavarian", "Swabian" etc), even though "German" and "Germany" was at that point used broadly in poetry and books. Only by the 1850s did "Germany" really become commonplace usage for the entirety, and even there the split between Prussia and Austria made itself felt only slowly until by the 1860s it had become clear that "Austrians" were no longer "German" in colloquial use, and the ethnicity and the nation state were ready to become synonymous (abroad and domestically) by 1871.