Prewar germany had a huge number of sailing vessels.
In fact most sailing vessels worldwide were german before the war, like Eagle or Kruzenstern.
The Kriegsmarine had Gorch Fock, Horst Wessel and Albert Leo Schlageter.
Wessel is USCG Eagle, Schlageter is the portuguese Sargres II, Gorch Fock (I) came back to Germany in 2003 (after being soviet/ukrainian since 1945 as "Tovarich") and is currently a museum ship, but might become a civilian sailing vessel in the future.
Interestingly, all captain of Gorch Fock became merchant raider captains in the war, Rogge taking over Schiff 16 Atlantis and Kähler Schiff 10 Thor.
Germany also has a Gorch Fock (II) build 1958, which is the current sail training vessel of the Navy (I did two cruises on her), which makes things kind of confusing since there are now two Gorch Focks.
But before the war, the sail training vessels mostly did their cruises in the Baltic or in the North sea, not as wide ranging as the Gorch Fock does today (a regular cruise is to the Azores or Canaries via Britain, but there have been cruises to the US or the med or even around the world).
Lehmann-Willenbrock was more likely to have been on Großherzogin Elisabeth or Padua (Kruzenstern) as he came from the merchant marine as part of the Niobe disaster replacement crew.
Anyway, oceangoing sailing cargo vessels were not longer common by 1939. There were some sailing vessels sunk by U-Boats, but most of them were small schooners in the caribbean.
Most square riggers in the 1930s were actually finnish owned and used for some kind of ripoff scheme:
Many merchant mariners still had to make a cruise on a sailing ship for their qualification, and a finnish shipowner called Magnusson offered this service by buying old square riggers and using them on the grain run to Australia. With no fuel costs, no wages except for the small standing company (the cadets actually had to pay for their voyage!) and no repair costs (the ships were simply used up until they sank or stranded), it must have been quite profitable.
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