Actually, Nancy's safe while the FBI is Abwehr's American subsidiary. She's extremely vulnerable when the inevitable "Kraut Scare" happens after the extent of German penetration of the American government and industry comes to light.
That if they actually MANAGE to get the bloody clue.
As things go, quite a bit before, Schultz was seen recruiting multiple students or near graduates from US Universities, with loyalties to the Fatherland from where their parents and ancestors came, but were chafing because they would lose their citizenship if they went to fight in Germany against the Russians.
Schultz pointed them out to do their duty, through the way of joining the FBI.
So right now, Hoover isn't even aware which dozens of German Americans are starting the infiltration of the pivotal investigation force in the US.
Right now, it won't amount to much, but given how rather racist are the US here, likely giving priority to educated Anglo Saxons for advancement and recruitment in the FBI, in 5,10 or 20 Years more, there is a good chance that these people will be encrusted straight into Command positions, and through the years, they likely will have been also recruiting..... and their recruits Joining the FBI.....
Outside the FBI Right now, there is no serious Intelligence Agency comparable to them, and the OTL's OSS, the predecesor of the also OTL CIA here never came into existence, so the Navy, and the Army intel branches are not collaborating with each other and the government to the hour of Intelligence and Counter intelligence efforts, so the odds of someone picking up things are low unless someone screws up.
As things go, the FBI will likely search amongst jew, black people, Unionists and former Commie Sympathizers for the likely infiltrates who killed Teller. Because there its NO WAY, that a Protestant White, Blue Eyes and blonde, graduate from Princeton, and with family surnames like
Brown, Miller or Cook would spy for other country and join the FBI, right?
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