Where would I find records from the US State Department of possible correspondence they may have had with a relative of mine in 1914?

I am researching a family legend/story and if there is any truth to it, there may be corroborating documentation or correspondence in the archives of the US State Department. 

My relative's name was Alexander Frederick Michael Schoenborn. He and his family emigrated to the USA in 1895, settling first in Chicago, Illinois, and then in Butternut, Wisconsin. Allegedly Alexander was contacted in the fall of 1914 by "the US Government" that a court in Germany was trying to locate him as he was due to inherit an estate. He and his brothers made plans to go to Germany to pursue this claim, but WWI broke out and plans were abandoned. 

The US Gov't was again contacted by the High German Court to get in touch with Alexander. US advised him to go to Germany, assuring him he had American Citizen's Rights and Protection due to him in a foreign land..." Allegedly he stayed in Europe until 1926 trying to press his claims in court. "Records sent to him [Alexander] before going to Germany he gave to his son John for safekeeping. They were destroyed along with everything else when John's house burned down in 1925..."

If "the US Government" contacted my great grand uncle, I believe it would have been the US State Department. Where do I even begin looking for this possible correspondence?

Thanks in advance for any advice you can offer or direction you can point me toward.

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