A fascist North Korea smack in the middle of goddamn Europe? Let’s just say the sale of brown pants goes through the roof, and when people find out about the Holocaust, assuming it gets anywhere close to underway, people are going to be really fucking nervous letting those guys stick around (I know the world grudgingly tolerates NK, but at least they only commit atrocities inside their own borders. A shit-ton of evidence of the Holocaust exists OTL outside Germany. It would be inside the Iron Curtain, so we would be counting on Uncle Joe Stalin to expose it, which I think he would, not to be kind but to make the Nazis look like huge assholes.)
Also, NK is on a peninsula on the edge of Asia. It’s surrounded by a bay, an ocean, a river and a fuckton of land mines. Good luck doing that in the middle of Europe with a LOT of nervous neighbors. Furthermore, I can’t imagine anyone sees this as a permanent solution. So mining the hell out of a massive border in Germany is a lot of work for what will end up being a fool’s endeavor.