Nazi did not felt shame and embarrassment. They felt loss. They felt to be weak. Nazi and Germans felt sorry for themselves after the WWII. The feeling of sorry for stuff they have done to others is something Germany found a bit later, largely due to Nuremberg and general policies not allowing it to stay hidden.

Forget about them feeling sorry for anyone but themselves. They will feel resentful and as if they were being treated unfairly even when actual clear criminal investigation happens.