I just checked it on my Roku Premiere as well as my built in Prime app on my Samsung smart TV and my subtitles are working just fine during the part where the German guy walks up to Hanna and starts talking. I'm not sure what to tell you other than to check your Amazon app settings. But they are there in the show.

I have been having the same problem.  Also had it with Jack Ryan and Widow, just with Apple TV

So I was watching Hana on Amazon prime and the non english parts don't have subtitles when watching on the Roku but it does when watching on a PC.  In episode 3 near the beginning a German guy walks up to Hana and there is nothing shown when he talks.  Wondering if its my roku or an issue with the app in general.

Problem with Amazon Video and subtitles for non English language