I could make out that Obergruppenführer Smith's armband said something like "New York Corps" but I can't make out what Oberst-Gruppenführer Heydrich's armband says, maybe it's in German?
What does it say?
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Here's a still image from season 1, episode 9, “Kindness”:
This is indeed German, and it says “Großes Reich,” which means “great reich/realm/empire.” The script is Fraktur (blackletter):