If you choose English as system language (YaST->System->Language), the boot menu should be in english.
The keyboard layout has no influence on the language.
You have to recreate the menu though after switching the language.
Enter YaST->System->Boot Loader for that and just press OK, or run “sudo grub2-mkconfig -o /boot/grub2/grub.cfg”.
If you want to change the menu’s language to something else than your system language, try something like this:
sudo LANG=en_us grub2-mkconfig -o /boot/grub2/grub.cfg
You might have to do that again after updates though, as the updates might recreate the menu in your system language.
Unfortunately I am not aware of a way to explicitly specify the language for grub2’s menu entries…
Is it
set locale_dir=$prefix/locale
or
set lang=de_AT
which I have to change for the language?
You see here is the menu entry in german
The grub.cfg does contain german strings (hardcoded), it won’t help to set locale_dir or lang to change them.
Also, you shouldn’t modify grub.cfg yourself, your changes will be overwritten.