Hello Ian, I am Keith, one of the experts on Just Answer, and pleased to be able to help you with your question.
You are in the same boat as lots of ex pats. You should tell Lloyds that you are resident in Germany. However, pensions are invariably taxed in country of origin. You will also be taxed in Germany too so will have to rely on the Double Taxation Convention between the UK and Germany which precludes the same income stream being taxed in both jurisdictions. This is achieved by means of tax credits, the tax paid in the UK being allowed against your German liability. The Convention does not, however, protect you from differences in rates of taxation.
When you left the UK in 2001 did you both complete a Form P85 and send it to the Inland Revenue as it was then. If you did not you should both do so immediately, but now, of course, to HMRC. Fortunately there is no time limit as to its submission, it is available on the web and can be filed on line. On receipt HMRC will classify each individual as non resident. Once so classified you may spend up to 90 days in the UK in any one tax year without breaching your non resident status.
Now let us go on to tax codes; remember that State Pensions (SPs) are taxable, but paid gross. Your occupational pensions should have the code numbers being applied to them reduced to collect the tax due on the SPs. Another little administrative chore to monitor, sorry.
I do hope that you have found my reply of assistance.