Ok, it seems that the problem was on Sagepays side. They newly configured currency and it works now.
Beside that, do you have plans to extend the Sagepay plugin in that way, that the customers can stay on the vendors site and not redirect to Sagepays site? It always looks more professional if the customer can stay on the vendors site.
If not, can you suggest a payment provider with a settlement in Germany, where the customers can stay on the vendors site to me? It should handle all common credit cards and paypal as an option if wanted by our clients. Our clients only sell in Germany.