But since they speak german, were luteran and all the documents that I had found are in the germany, maybe this can proof that they were German.
I don't think so. Most of the German settlers in Volhynia were Russian subjects, otherwise they weren't allowed to buy land, for example. A lot of families had settled in Congress Poland for decades before coming to Volhynia.
It is true that some Germans in Volhynia were Prussian subject but they had come directly from Prussia to Volhynia - and your ENGELs did not.
Einbürgerungurkunde
You might find such a certificate if August ENGEL did apply for German citizenship. The records could be at Berlin in "Geheimes Staatsarchiv Preußischer Kulturbesitz".
https://www.gsta.spk-berlin.de/
Carlos Cesar Hennig from Brasilia could probably give you some advice on this. Go to one of his postings and you can send him a message by clicking the envelope icon next to his name.
https://forum.wolhynien.de/index.php?id=26539