And yeah, Deutscher Bund comes directly from Heiliges Römisches Reich Deutscher Nation and Deutschland comes directly from Deutscher Bund. But then, before the times of Deutschland, the local people never really referred to themselves as Heliges Römisches or Deutscher Bunders, but rather using kingdom/feuds/ethnicity-lands and names. The name never came from nowhere, but people began to identify as such from "nowhere" (actually dual identity was common, proto-nationalism, but it wasn't the primary) due to nationalism.

And yeah, my bad, forgot about Germania Superior and Inferior, though they had shaky control of the provinces many times and were for the large part frontier forts, so romanization just came to some extent. The interaction of the neighboring latinized people with the germans who stablished themselves in those provinces (like the Alemanni) gave arise to the name for Germany in many languages by the way. And to add more detail, Germania wasn't an invented name from nowhere neither, Romans heard from the locals that the most-neighboring tribes were named Germanni, so they did stick with the name since then.