How did Lalo manage to pass multiple identity/security checks both ways? It seems like it shouldn't be an easy trip, given his pedigree, there should be pictures of him at any airport, or am I missing something obvious?
By the same way he was able to travel to the USA from Mexico and vice-versa — by using a fake identity (passports, documents, etc.). As a high-ranking member of a drug cartel, he has the resources to craft and use a fake identity to travel international borders, just like the other high-ranking cartel members in both Better Call Saul and Breaking Bad, e.g., Juan Bolsa, Gus Fring, and many others.
Also, at the time he went to Germany, the "Eduardo 'Lalo' Salamanca" identity was officially dead, purportedly assassinated by a Peruvian cartel. This makes traveling to another country using a fake identity much easier since the authorities won't be looking for a dead man.