It's a World War I joke. A Bosnia Serbian national assassinated the Archduke of Austria, Franz Ferdinand. This led to a declaration of war by Austria against Serbia, which got their allies and neighbors involved. Germany sided with Austria, but the war didn't go so great for them.
Nili is German and DauT is Serbian, so the joke is that Nili is still salty at Serbia (and by extension DauT) for starting a war/Germany's trouble after the war. No legitimate feud or drama between the two involving Ferdinand at all.