Nazis did NOT call themselves 'Nazis'
Inaccuracies like this keep the show from being great. With all the high production value I just can't understand why they would let every Nazi character refer to themselves as 'Nazi' - or even worse call the occupied US states 'Nazi Reich'. It's 'National Socialist' or 'Nationalsozialist' in German. Yes, today's neo nazis might use this term, but among the German officials of the Third Reich it was a very colloquial term that was frowned upon. Couldn't they hire an actual historian or, gee I don't know, ask any German for advice? Trust me, during highschool everyone of us had to learn about WW2 and the Third Reich ad nauseam. It's clear this story has been written by and for Americans.
But then again they didn't hire a lot of German actors in the first place. Heydrich, Heusmann, not even his housekeeper were portrayed by a German native. As someone who prefers to watch the undubbed version of shows and movies (they tend to dub every *beep* in Germany I'm afraid) it was a struggle to take many of these characters seriously.