Peppers aren't
that hard to find in Germany. You appear to also live in Berlin. As a Texan and significant cooking hobbyist (I ordered Kengi's book from the US before it was available in Germany), here are some tips:
Major grocery stores:
- Real usually has fresh cayenne peppers, bell peppers, and some long sweet peppers. Occasionally they also have habaneros.
- Edeka more often has habaneros, and often tabasco peppers too, but less often cayenne peppers. Usually also a couple kinds of non-spicy peppers.
- Organic stores usually have peppers too; I have an LPG-Biomarkt around the corner that virtually always has a couple kinds of peppers.
Markets:
- The Turkish market on Maybachufer usually has some peppers available. What is a bit of a mixed bag. As suggested, other Turkish markets and shops are likely to have similar.
Online:
You can get dried chilis here:
https://chilliesontheweb.co.uk/chilli/
They're shipped from the UK, so no (at least for a couple years) customs to deal with.
Don't get too hung up on the specific cultivar of chili. Most chilis are actually cultivars the same species and exist on a couple of spectrums of flavor and heat. Substituting fresh green cayenne peppers for jalapeños isn't going to radically change a recipe.