If you are writing to a style guide, then follow it above anything I say below (though note that it may give some leeway).
Because your theme is German history, the reader is going to expect a certain number of German words to be used, and that context reduces the "foreign-ness", so to speak compared to if e.g. I used a Latin phrase somewhere in this answer, where it's not necessarily to be expected.
For that reason, I would not recommend the style of italicising every use of a German word in this case, though it's a reasonable style choice otherwise.
The style of not italicising words you could reasonably expect the vast majority of your audience to understand, also makes sense here.
The nature of your essay means that as well as having foreign words used so regularly, you will often be explaining them. E.g.:
The Reichstag (parliament) was replaced in 1933 by another institution, also called the Reichstag which served only to ratify the decisions of the Führer (dictator, literally "leader").
In the sentence above, the German words Reichstag and Führer are not just italicised as foreign words, but also as mentioned words: they aren't just used as they would in a sentence otherwise, but actually examined as words with definitions and/or translations given.
And I could see this being the case with most German words you would use in such an essay. Once introduced though, some could be so heavily used that italicising each case would overwhelm. So, for this sort of essay I'd recommend ignoring the foreignness entirely, but ensuring that words are explained to the reader as they arise, and italicised for that reason instead.
This is only one possible approach though, all the conflicting advice you give are also valid styles, though I've tried to advise as to your particular reason for using German words. Again, if you have a style-guide you need to write to, it overrules all of this.
