I doubt very many Germans in Nazi Germany truly thought they were free. For one thing both Bruning and Hindenberg were already authoritarian, Hitler simply dialed it up to 11. For another Hitler's first acts as dictator were to send Germany's communists and socialists to concentration camps and purging the Old Guard in the Night of the Long Knives. As Nazi Germany lasted the state turned increasingly into a nightmarish dystopia where anyone who criticized it disappeared in the middle of the night.