Agu,
Ok, while proving the validity of your marriage is not an issue (I'm assuming you did register for the DV as married based on your Court marriage), I'm still not quite sure your situation is ideal for the 'follow-to-join' option.
There's no clear cut instruction on the process of doing follow to join that I'm aware of when it comes to consulate to consulate. Now if you were in the US with a non immigrant visa, you won the DV lottery and successfully adjusted your status, there's a defined process for requesting for your spouse/children to be granted a visa in the applicable US consulate in their country of residence. All you'll need to do in that case would be to: File Form I-824-Application For Action on an approved petition (with the appropriate documents in support of the application) with USCIS. But that is not applicable in your case!
I don't know how much good it will do you, or how effective it will be if you simply ask the consulate in Germany to forward your file to the consulate in Nigeria following your own successful interview so that your wife can be issued with a visa in Nigeria. If there's no clearly defined process for doing this, how do you get to follow up and confirm your file was sent, or received in Nigeria. As advanced as the US is, you will be surprised by the amount of ineptitude that exists within the govenrment agencies. I don't know of what follow-up process, if any, is available that you could resort to if your file turns out to be pending or floating somewhere in the space.
The follow to join process is a bit more convoluted than most people realize unfortunately. I think it's a process intended for those already in the US. And in most cases of follow to join, the person petitioning a follow-to-join is often advised to attend the interview with the family member(s).
My suggestion to you would be to simply attend the interview with your wife in Nigeria. You complete the process at the same time, find out the result once and for all, and get it over with. You have a low CN, if you've already sent in your forms indicating the follow to join option, you will need to update KCC with your decision to be interviewed in Nigeria.
*nothing here constitutes a legal opinion, these are my personal understandings, thoughts and opinions*