The German officer, Kaufmann, who arrests Robert on the train wears the uniform of an SS-Gruppenfuhrer (General) - it is highly unlikely that an SS General of such rank would be checking identity papers at random on a train.
Robert is put in a Gestapo cell to find out who he is; apparently at least a week passes. Finally the ruthless ones find out that he knows Willi, the star, and decide to have them confronted, yet at this point he looks his clean-shaved best and is even better dressed than on the night of his arrest.
After having tried to commit suicide, Willi is seen performing "Lili Marleen" in the Berlin Sportpalast as part of a deal with the Nazis, dazzlingly dressed up in front of thousands, and the event is transmitted live. Then suddenly all is held up by the announcement that all German forces have surrendered (VE Day, May 8, 1945). Of course, in the final months of the regime no-one would bother about arranging a sumptuous live transmission of music; by this time, Berlin was a heap of rubble.