Germans were never conquered by the Romans. Augustus tried to put his foot into the door, and Rome may have been able to pull it off, but after the battle of teutoburg forest and the 100% loss of three legions and their eagles, Augustus nope'd the fuck out of Germany and never tried to conquer past the Rhine in force again. Later Emperors followed this policy.
As for invaders, it depends on the time period and location. There are two major external threats and one minor; The minor one is the picts, who at best could wreck Britannia up but would eventually get destroyed by Rome, so they're not a major threat. The other two areas are the Persians and all derivatives; they had a tract record of being the only legitimate stable country that could challenge Rome, and they did, many a time. They're the only civilized external threat, and they'd be attacking through Armenia and those mountains. Because of their use of horse archers, they tended to wreck the Romans shit up.
The other major threat is the steppes; this is of course, an indirect threat. A steppes tribe(Most originating from Asia, around the area the mongols came from) could raid and loot and migrate all the way to eastern europe and eventually Germany, making the Germans flee into Rome herself, resulting in the Germans attacking Rome to get away from the steppes people who would invade Rome themselves after the Germans got done invading.
It really depends on the time period. The Steppes people being relevant depends on what time it is; they'd likely be concerning themselves with China in the earlier years of Rome. The Persians are always a threat to Rome, no matter the incarnation. They were the USSR to Romes US.
