Took me almost two hundred years, but in the end, I got it: German Empire.
I started as Duke of Lausitz in 1066 with custom character. Fought my way to the east, until I finally conquered Prussia. Became independent from HRE, created custom Kingdom of Prussia...and swore fealty immediately afterwards, to have any chance of defeating Slavs that were rising every few years (it feels good to conquer tons of lands through holy wars and then have my liege deal with the rebels...although they did burn my holdings quite a lot). In the meantime, I slowly progressed to the north (as I literally went through the shortest route and my kingdom was basically Lausitz, Brandenburg and then southern shore of Baltic Sea), east and west.
Eventually, by the end of 12th century, I had enough lands to crease Saxony, which I did after becoming independent together with other vassals, including Bohemia and Austria (favors FTW). Created the kingdom and went back to the Kaiser once again. That was the moment when I realized what a great decision it was, because he immediately transfered all of de jure Saxony to me. So I started conquering more and managed to get enough territory to form Frisia and Franken (no idea about its English pronunciation). So, I became independent again (with the same character, the great Barbara von Brandenburg, who would have become empress herself, if she did not become Incapable at the age of 49, dying 6 years later), together with House Wigeriche (one of houses that had three emperors and was deposed in 1190, resulting in them owning more land than some kings) and few others.
That was when I realized I could actually destroy HRE, as it held almost no land. My original plan was to conquer all de jure lands except Kärnten, Bohemia and Bavaria (and Burgundy, which became de jure too) and leave HRE as much smaller empire in the south, but by this point, HRE owned only northern Italy and region around Alps. I actually owned more than half of its land and it was quite funny to see HRe switching between huge empire and bunch of separated yellow pockets as I was becoming independent and swearing fealty.
So, last part of my plan came. I fabricated claims, landed claimants and conquered half of Schwaben in few years. After Barbara died, I used gold that I stashed to buy few favors and together with few vassals declared independence once again. For the first time, Emperor did not refuse. I decided to remain independent for some time, before swearing fealty again and getting de jure vassals transefed to me, while conquering others, to then become independent and give final blow to the empire.
I was not certain if HRE needed 150 or 200 holdings to exist, so I decided to wait until they got out of wars (they were at 179) and was greeted with "End of an empire" message. Got so excited I did not make a screenshot.
Then it was just waiting for enough prestige and I created Deutsches Reich. While my original plans were to get Lotharingia and Frisia too, I wanted it only because HRE would take those lands back if I did not own them and it would look weird (my empire surrounded by HRE from almost all sides, while HRE itself is a thin strip of land). But as it was dissolved, there was no need to do it and I gave Kingdom of Frisia to its duke and gave him independence.
Here is close-up on the Empire and also de jure setup.
Interesting thing that should be mentioned is how awful CK2 is for de jure drift in the case of kingdoms owned by emperor. Parts of what I wanted to be Prussia were still drifting and they actually started drifting back after I founded the empire. For some reason, Prussia was listed as the last of my kingdoms and I could not change it, because my primary title was my imperial title. Yay.
So I edited the save file and switched everything that I intended as a part of Prussia into the kingdom. Emperor Sigismund was above grammar, so Emperor Philipp is above de jure drift.
The playthrough is not over, I also plan to smooth the borders a little bit and then become heretic and eventually make the heresy into separate sect of Christianity. Can´t have Germany without reformation.