all goods you sell to the worldmarket go to the worldmarket
however, your POPs then get first crack to buy those goods you sell to the world market first - and they DO NOT pay tariffs on those goods. Tariffs are only levied on goods your POPs get from other nations, not your own. if there is any left over goods from your production after your POPs buy their needs, the excess can be purchased by other nations or their pops.
in other words, the world market also functions as a domestic marketplace to simulate internal economic activity.
On another point, OP was asking about Cape Verde and POPs remaining S German. POPs in colonies DO NOT ASSIMILATE to the national culture. Only when you turn a colony into a full state would the minorities begin to assimilate, and if you have very large concentrations of immigrant minorities in colonies, like those South Germans, they may be too large to assimilate even after you make Cape Verde a state.