There should be a language.lsx file in the '..\SteamApps\common\Divinity Original Sin 2\DefEd\Data\Localization' folder, as well folders for each of the localizations.
If you edit the language.lsx file in Wordpad, or other text editor. Two lines below the 'Language' entry the value="English" can be changed to set the language.
<node id="ConfigEntry">
<attribute id="MapKey" value="Language" type="22" />
<attribute id="Type" value="1" type="5" />
<attribute id="Value" value="German" type="20" />
</node>
A few people have reported Steam not changing the language in the last day, or so (in D:OS and Divine Divinity, as well).
A couple of people reported this with Spanish in D:OS EE, fixed by switching the language in Steam to English, letting Steam update and then switching back to Spanish.