Ok, solved this.
Here’s how I solved it.
Changed the above listed lines as follows:
#: comments.php:64
msgid "You must be <a href=\"%s\">logged in</a> to post a comment."
msgstr "Du musst <a href=\"%s\">angemeldet</a> sein, um einen Kommentar abzugeben."
Also, I changed line 67 in comments.php of the pyrmontv2 theme.
Original:
<p><?php _e('You must be <a href="<?php echo get_option(\'siteurl\'); ?>/wp-login.php?redirect_to=<?php echo urlencode(get_permalink()); ?>">logged in</a> to post a comment.','pyrmont_v2');?></p>
New:
<p><?php printf(__('You must be <a href="%s">logged in</a> to post a comment.','pyrmont_v2'),
get_option('siteurl') . "/wp-login.php?redirect_to=" . urlencode(get_permalink()));?></p>
After changing a .po file you need to compile it to a .mo file. There are various tools to do this.