I think I did myself a disservice with this book. It was apparent from the start that:
a) the narrator was lying in her narration. She's making a confession to her captor, who is a nazi; obviously she's lying, and
b) people were going to die. It's WWII; people did that a lot.

So I went into the book braced for it. "YOU'RE LYING TO ME AND TRYING TO MAKE ME HAVE FEELINGS BUT I WON'T STAND FOR IT."

So I didn't. Which rather misses the point of reading fiction, if one refuses to let it effect you.

This is the sort of book you ought to trust to take you there. It's not going to pull any dirty tricks, I promise.
That said, I really think the S.S. officer ought to have been rather more suspicious, given how much of first person narration had as its subtext "I am an excellent liar."