I know that Germany has huge external debt. I don't know how to find out which entities own this and especially which country they belong to.
This is at the same time 1) a little old and 2) provides a deeper and more general answer that what you might be looking for, but I would still encourage you to go through it.
with a preview in
(starting around 1'07)
and a complete didactic overview at
Among other things, you will learn that -- for most purposes -- it does not matter that much how much or in which country Germany (or any other country for that sake) has debts, but that the whole network or obligations is really what matters.