If that is the case, then I misunderstood, my apologies.

On the other hand, the main database for the game (The Lodestone) is readily available in german, as are most guides.
I play the game in german, but know most skill's/dungeon's/etc. english names, as they are similar (or almost identical), e.g. the lancer's skill 'Vorpal Thrust' would be 'Vorpalstoß' in german.

IMO it would probably make sense for the OP to play the game in german, as it seems their focus is to be able to follow the story properly.

That being said, I don't think it's possible on a technical level to have dialogue windows be a seperate language than the rest of the interface, and even if it would, it would most likely not be very high on the developer's priority list, I'm afraid.