Disclaimer: In
this post, I will not consider nor speculate a Holy Rome = Germany connection.
I’ll only be covering canon material.

Guardian-Sibling
Dyad:

The strength of the two’s relationship begins before Germany’s
birth. Prussia zealously worked towards consolidating the German states into
one sovereign nation. While Germany has plenty of older brothers, Prussia steps
in as his main caretaker.

Source: Hetascanlations, World Stars Chapter 12. 

Ex: In the scene depicting Germany’s birth, there’s a clear moment
that demarcates Prussia’s status as the closest elder brother.

Germany’s a source of pride and joy for Prussia but also
someone whom he loves deeply. As such, he protected Germany—a then helpless
and inexperienced child—from political enemies.

This period of impotence doesn’t last very long, however. Germany
learns the ropes of being a nation very quickly and respectively ages just as
fast. He’s immediately immersed in the world of politics.

Ex: As a young adult, Germany participates in the first
Industrial Revolution. Together with his brother, the two co-engineer several technological
inventions.

Source: Hetascanlations, World Stars Chapter 57.

What I particularly want to stress is that while Prussia
loved Germany, he’s very much a regimented and strict person due to his
combative history. In turn, Germany was raised to be cool-headed and to not
disclose his emotions. There’s also the whole Germanic stereotype where they
don’t show their emotions, as revealed with Germania—their ancestor.

Source: Hetarchive (Bamboo Thicket, eng trans., Feb 24th, 2015). 

It’s for this reason that I believe Prussia becomes surprised
at the thought of Germany reading romance novels and immediately dismisses it,
referring to the latter as a “battle-crazy guy.” Truth is, Germany was actually an avid reader of romance novels at the time.

It proves my point that the
emotional bonds that they shared was embedded in a war and politics mindset. It’s
a very backwards way of looking at how men aren’t allowed to show their emotions,
or, if they are, it has to be in a manly and comradery-oriented environment. It’s
important to contextualize the fact that this takes place in WWII.

Source: Hetarchive, Buon San Valentino pt. 2 & 3. 

Ex: The two bond by participating in war missions together.

Source: Volume 6, The Awesome Me’s Biography.

One last aspect that I want to highlight before moving onto
other sections is that there’s a significant gap in their relationship post–WWII.

Prussia fell under Russia’s control. If he wanted to
communicate with other nations, he had to write letters, and even those were censored
heavily.

Sources: Hetarchive, Notes & Etc + Hetarchive (Bamboo Thicket, Oct 30th, 2013).

We later learn that the two brothers eventually move in
together during German Unification. Hints of their lack of communication reside
in Germany’s surprised and pitying expression at Prussia’s shabby attire.

Source: Hetarchive (Bamboo Thicket, eng trans., Oct 8th 2013).

New Wine in Old
Bottles:

…or should I say new blood in old bottles?

The basic idea of this theme is that while Prussia and
Germany may appear to have different personalities, the two
are also very similar.

They both
like beer, they’re both
neat, and they’re both
meticulous researchers and documenters.

Sources: Volume 6, Awesome Me’s Biography + Hetarchive (Bamboo Thicket, eng trans., Dec 23rd, 2014) + Hetascanlations World Stars Chapter 28b.

Passing the Baton:

One last theme revolves around generational inheritance.
Putting aside the reason why Prussia still exists—too many theories on that—the matter of him disappearing was once brought up by a fan. Even though Himaruya
states that he’ll be living with Germany for a while, the possibility of
Prussia disappearing isn’t shot down definitively either.

Source: Hetarchive (Bamboo Thicket, eng trans., Jan 17th 2015). 

The main point I want to devote attention to is the mention
of Prussia passing down his knowledge and awesomeness to Germany. How I
interpret this is that it’s Prussia passing on the baton of his nationhood and
legacy to Germany. He raised Germany and now Germany’s the one providing for
him in the post-Soviet era. The roles have reversed. Prussia’s no longer a
nation, whereas Germany wouldn’t have existed without Prussia.

This message becomes more obvious in the “Private Concert”
strip, where Prussia gives Germany a private flute performance. The inclusion
of flashbacks and the ending is of particular relevance here. The strip ends
with Prussia encouraging Germany to take on the flute.

Source: Hetarchive, Private Concert.

The symbolic meaning surfaces when it’s revealed that
Prussia hasn’t healed from a dog-bite wound, lying to Germany about when he received
it. He claims that it was a recent scrape and given their extraordinary biology,
Germany dismisses it and remarks that the wound will heal right away. It’s
through the dog’s internal dialogue that we learn that Prussia was actually
bitten a week prior—the fact that he hasn’t healed suggests that he’s losing
his nationhood and/or becoming human.

The passing on the baton theme becomes relevant in the sense
that the flute is used as a metaphorical device to represent Germany taking on the
full helm of their legacy. Just like Fritz used the flute to rally the motivation
of German troops (i.e., leading the charge), this scene is Prussia being
cognizant of the fact that he hasn’t led the charge for a long time. 

Source: Hetarchive, Christmas 2011 Event.

And who
better and more competent to lead it than Germany?