The game started in German, and I couldn’t change the language. Multiple sites told me how to change the language of the Epic Games Launcher instead. WTF??

Here’s the solution: Find GameUserSettings.ini in %localappdata%\HogwartsLegacy\Saved\Config\WindowsNoEditor and add these two lines:

[Internationalization]    
Language=en-US

Now the game is in English.

CAREFUL: The game is overwriting this file. You need to do this every time you want to play the game or set the file to read-only. Which prevents you from changing some settings.