Conspectus said:
How come that every time I annex a province that is owned by the HRE - even if i am a HRE member - the HRE keeps hammering me until I return the province out of complete and utter misery and/or war or an emperial embargo?
How am I supposed to extend my territory in that region and possibly form germany?
There's a few ways (this assumes MMG):
1) Become powerful enough that you can take on whatever the Emperor throws at you.
2) Get +200 relations with the Emperor and hope for a secret alliance that will let you keep territory you take.
3) Use spies to fabricate claims on provinces after you take control of them, but before you sue for peace (much higher chance of success that way). The HRE will not demand back a province you have a core on.
4) Become Emperor (if HRE) and give the provinces to the Imperial Demesne.
All four ways have their drawbacks, 3) is the least risky overall but expect to throw a lot of money (and gain a fair bit of BB) on those claims.
I've managed to form Germany in MMG even without being Emperor, so it's not impossible, but you have to see it as a very long term project, making claims and taking the occasional province rather than going on a spree of annexing.